+105.3%
FAST vs SYF
+60.4%
+44.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.5% | -0.9% |
| 7D | +4.2% | -2.0% | +6.2% | +4.7% |
| 30D | +6.7% | +1.2% | +5.5% | +6.3% |
| 3M | +8.0% | -9.4% | +17.4% | +10.6% |
| 6M | +27.4% | +4.4% | +23.0% | +25.2% |
| YTD | +40.5% | -11.9% | +52.4% | +43.7% |
| 1Y | +38.4% | -0.4% | +38.8% | +36.9% |
| 3Y | +98.7% | +159.6% | -60.9% | +47.9% |
| All | +105.3% | +60.4% | +44.9% | +67.9% |
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