+105.3%
FAST vs SYF
+65.2%
+40.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +2.1% | -2.1% | +4.2% | +2.6% |
| 30D | +6.9% | +2.5% | +4.4% | +6.1% |
| 3M | +4.8% | -6.3% | +11.1% | +6.4% |
| 6M | +19.8% | -1.5% | +21.2% | +19.5% |
| YTD | +34.9% | -10.5% | +45.4% | +37.5% |
| 1Y | +32.8% | +1.5% | +31.3% | +30.8% |
| 3Y | +93.7% | +163.3% | -69.5% | +43.7% |
| All | +105.3% | +65.2% | +40.1% | +67.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling