+512.9%
FAST vs SYF
+340.9%
+172.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.9% |
| 6M | +8.0% | +16.3% | -8.4% | +3.1% |
| YTD | +25.6% | -3.0% | +28.6% | +25.6% |
| 1Y | +0.8% | +5.7% | -4.9% | -1.8% |
| 3Y | +86.1% | +160.1% | -74.0% | +38.2% |
| 5Y | +100.2% | +88.5% | +11.7% | +57.5% |
| 10Y | +494.2% | +263.1% | +231.1% | +259.4% |
| All | +512.9% | +340.9% | +172.0% | +244.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling