+537.5%
FAST vs SYF
+176.2%
+361.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | +5.0% | -3.3% | +8.3% | +5.9% |
| 30D | +8.6% | -2.2% | +10.7% | +9.1% |
| 3M | +6.9% | -9.3% | +16.3% | +9.5% |
| 6M | +29.6% | +2.1% | +27.5% | +28.1% |
| YTD | +41.4% | -12.6% | +54.1% | +45.0% |
| 1Y | +38.5% | -3.4% | +42.0% | +38.2% |
| 3Y | +98.7% | +156.5% | -57.7% | +48.5% |
| 5Y | +108.0% | +59.6% | +48.5% | +71.5% |
| All | +537.5% | +176.2% | +361.3% | +333.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling