+38.4%
F vs SYF
+308.6%
-270.2%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.5% |
| 7D | +1.4% | -3.8% | +5.1% | +3.3% |
| 30D | +2.0% | +2.6% | -0.6% | +0.7% |
| 3M | -10.4% | -6.5% | -3.8% | -7.5% |
| 6M | +9.7% | +0.8% | +8.9% | +8.2% |
| YTD | -1.2% | -10.1% | +8.9% | +2.3% |
| 1Y | 0.0% | +0.8% | -0.8% | -2.3% |
| 3Y | +41.1% | +158.8% | -117.7% | -17.6% |
| 5Y | -11.4% | +67.5% | -78.9% | -37.4% |
| 10Y | +85.0% | +230.0% | -145.0% | -15.3% |
| All | +38.4% | +308.6% | -270.2% | -41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 all: compounded portfolio wealth divided by compounded SYF 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…
all analysis · Full analysis span regression · 6 months rolling