+156.3%
FDX vs SYF
+219.4%
-63.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +3.7% |
| 7D | +0.2% | -4.3% | +4.4% | +1.9% |
| 30D | +9.3% | +1.0% | +8.3% | +8.8% |
| 3M | +0.5% | -6.4% | +6.9% | +2.8% |
| 6M | +5.3% | +1.0% | +4.3% | +4.1% |
| YTD | +38.6% | -10.7% | +49.3% | +42.9% |
| 1Y | +53.5% | +1.8% | +51.8% | +50.1% |
| 3Y | +74.2% | +165.8% | -91.6% | +13.0% |
| 5Y | +75.3% | +65.9% | +9.3% | +32.1% |
| 10Y | +156.3% | +206.0% | -49.7% | +42.7% |
| All | +156.3% | +219.4% | -63.1% | +42.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling