+557.0%
FAST vs SYF
+308.6%
+248.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.2% |
| 7D | +0.7% | -3.8% | +4.4% | +1.7% |
| 30D | +4.6% | +2.6% | +2.0% | +3.8% |
| 3M | +6.4% | -6.5% | +12.9% | +8.1% |
| 6M | +20.6% | +0.8% | +19.8% | +19.6% |
| YTD | +34.7% | -10.1% | +44.8% | +37.1% |
| 1Y | +29.7% | +0.8% | +28.8% | +27.9% |
| 3Y | +89.9% | +158.8% | -68.9% | +41.2% |
| 5Y | +105.0% | +67.5% | +37.5% | +66.5% |
| 10Y | +594.2% | +230.0% | +364.2% | +330.5% |
| All | +557.0% | +308.6% | +248.4% | +276.0% |
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