+107.2%
FAST vs SYF
+89.0%
+18.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | -0.4% | +2.4% | -2.8% | -1.0% |
| 30D | -0.8% | +0.8% | -1.6% | -1.1% |
| 3M | +5.8% | +13.4% | -7.6% | +2.0% |
| 6M | +8.0% | +16.3% | -8.4% | +3.2% |
| YTD | +25.6% | -3.0% | +28.6% | +25.6% |
| 1Y | +0.8% | +5.7% | -4.9% | -1.7% |
| 3Y | +86.1% | +160.1% | -74.0% | +39.1% |
| All | +107.2% | +89.0% | +18.2% | +59.4% |
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