+247.6%
SYF vs CRS
+1,409.1%
-1,161.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.2% | -1.5% |
| 7D | -5.5% | -4.1% | -1.4% | -3.8% |
| 30D | -3.9% | -16.6% | +12.7% | +3.9% |
| 3M | +8.9% | -14.3% | +23.2% | +15.1% |
| 6M | +16.2% | +11.6% | +4.6% | +7.8% |
| YTD | -8.4% | +42.6% | -51.0% | -24.9% |
| 1Y | +2.6% | +81.8% | -79.2% | -26.5% |
| 3Y | +156.4% | +632.1% | -475.7% | -10.6% |
| 5Y | +78.2% | +1,401.6% | -1,323.5% | -59.7% |
| All | +247.6% | +1,409.1% | -1,161.5% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 10y: compounded portfolio wealth divided by compounded CRS 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…
10y analysis · Full analysis span regression · 6 months rolling