+159.6%
SYF vs CRL
+97.9%
+61.7%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.7% | +1.1% |
| 7D | -2.0% | +0.1% | -2.2% | -2.1% |
| 30D | +1.2% | +11.9% | -10.7% | -3.0% |
| 3M | -9.4% | +20.2% | -29.5% | -15.4% |
| 6M | +4.4% | +107.5% | -103.1% | -19.5% |
| YTD | -11.9% | +69.4% | -81.3% | -27.9% |
| 1Y | -0.4% | +99.7% | -100.1% | -23.3% |
| 3Y | +159.6% | +98.8% | +60.8% | +108.6% |
| All | +159.6% | +97.9% | +61.7% | +108.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CRL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling