+175.5%
FDX vs SYF
+259.8%
-84.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -1.0% | -2.0% |
| 7D | -3.3% | +2.6% | -5.9% | -4.3% |
| 30D | -1.4% | 0.0% | -1.4% | -1.5% |
| 3M | -4.5% | +11.9% | -16.4% | -9.1% |
| 6M | +9.4% | +18.9% | -9.5% | +1.6% |
| YTD | +36.0% | -4.6% | +40.6% | +36.9% |
| 1Y | +75.5% | +6.4% | +69.1% | +68.7% |
| 3Y | +62.8% | +167.2% | -104.4% | +5.4% |
| 5Y | +64.4% | +92.3% | -27.9% | +16.7% |
| 10Y | +175.5% | +263.2% | -87.7% | +43.7% |
| All | +175.5% | +259.8% | -84.3% | +43.7% |
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