+170.6%
SYF vs CRS
+790.4%
-619.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.5% | +2.0% |
| 7D | -2.0% | +4.8% | -6.8% | -4.3% |
| 30D | +1.2% | -23.2% | +24.4% | +11.1% |
| 3M | -9.4% | -45.5% | +36.1% | +15.4% |
| 6M | +4.4% | -33.1% | +37.5% | +19.6% |
| YTD | -11.9% | -7.2% | -4.7% | -15.0% |
| 1Y | -0.4% | -10.0% | +9.6% | -2.9% |
| 3Y | +159.6% | +332.3% | -172.8% | +10.7% |
| 5Y | +60.9% | +801.9% | -741.0% | -56.3% |
| All | +170.6% | +790.4% | -619.9% | -39.6% |
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