+81.1%
FDX vs SYF
+7.1%
+74.1%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.6% | -0.6% |
| 7D | -2.5% | +2.4% | -4.9% | -3.3% |
| 30D | +3.8% | +0.8% | +3.0% | +3.5% |
| 3M | -1.3% | +13.4% | -14.7% | -5.8% |
| 6M | +5.0% | +16.3% | -11.3% | -0.8% |
| YTD | +39.6% | -3.0% | +42.7% | +37.9% |
| 1Y | +81.1% | +5.7% | +75.4% | +68.4% |
| All | +81.1% | +7.1% | +74.1% | +68.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling