+35.5%
FAST vs SYF
-1.0%
+36.5%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +0.9% |
| 7D | +4.8% | -4.2% | +9.0% | +5.7% |
| 30D | +8.6% | -1.1% | +9.7% | +8.8% |
| 3M | +5.7% | -7.9% | +13.6% | +7.6% |
| 6M | +25.5% | -1.1% | +26.6% | +25.2% |
| YTD | +39.6% | -12.6% | +52.2% | +41.9% |
| 1Y | +35.5% | -2.4% | +37.9% | +31.1% |
| All | +35.5% | -1.0% | +36.5% | +31.1% |
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 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