+547.9%
FAST vs SYF
+218.0%
+330.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.7% | +3.7% | +3.2% |
| 7D | +3.8% | -4.7% | +8.5% | +5.2% |
| 30D | +8.1% | +0.6% | +7.5% | +7.8% |
| 3M | +5.8% | -6.8% | +12.6% | +7.6% |
| 6M | +24.9% | +0.5% | +24.3% | +23.9% |
| YTD | +38.9% | -11.1% | +50.1% | +41.9% |
| 1Y | +36.5% | +1.3% | +35.2% | +34.5% |
| 3Y | +98.1% | +164.6% | -66.5% | +46.8% |
| 5Y | +109.3% | +65.2% | +44.1% | +70.9% |
| 10Y | +547.9% | +204.6% | +343.3% | +327.5% |
| All | +547.9% | +218.0% | +330.0% | +327.5% |
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