+67.1%
FDX vs SYF
+89.0%
-21.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.6% | -0.6% |
| 7D | -2.5% | +2.4% | -4.9% | -3.4% |
| 30D | +3.8% | +0.8% | +3.0% | +3.3% |
| 3M | -1.3% | +13.4% | -14.7% | -6.4% |
| 6M | +5.0% | +16.3% | -11.3% | -1.5% |
| YTD | +39.6% | -3.0% | +42.7% | +39.6% |
| 1Y | +81.1% | +5.7% | +75.4% | +74.6% |
| 3Y | +63.0% | +160.1% | -97.1% | +7.8% |
| All | +67.1% | +89.0% | -21.8% | +15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling