+174.7%
SYF vs CRL
+42.4%
+132.3%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.7% | +0.6% |
| 7D | +2.4% | -1.0% | +3.4% | +2.7% |
| 30D | +0.8% | +10.7% | -9.8% | -2.5% |
| 3M | +13.4% | +55.3% | -41.9% | -2.1% |
| 6M | +16.3% | +60.7% | -44.3% | -1.7% |
| YTD | -3.0% | +44.6% | -47.6% | -15.5% |
| 1Y | +5.7% | +77.7% | -72.0% | -14.9% |
| All | +174.7% | +42.4% | +132.3% | +124.0% |
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