+31.6%
FAST vs SYF
+4.2%
+27.4%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.7% |
| 7D | +3.4% | -0.4% | +3.9% | +3.5% |
| 30D | +5.5% | +4.4% | +1.1% | +4.5% |
| 3M | +7.6% | -4.7% | +12.3% | +8.8% |
| 6M | +19.8% | +1.9% | +17.9% | +18.9% |
| YTD | +35.5% | -8.9% | +44.4% | +36.7% |
| 1Y | +31.6% | +4.1% | +27.6% | +24.4% |
| All | +31.6% | +4.2% | +27.4% | +24.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling