+210.1%
FDX vs SYF
+306.8%
-96.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.6% |
| 7D | -1.6% | -2.1% | +0.5% | -0.8% |
| 30D | +6.6% | +2.5% | +4.1% | +5.5% |
| 3M | -2.1% | -6.3% | +4.2% | +0.1% |
| 6M | +2.2% | -1.5% | +3.6% | +2.0% |
| YTD | +33.9% | -10.5% | +44.5% | +37.9% |
| 1Y | +50.2% | +1.5% | +48.7% | +47.1% |
| 3Y | +65.5% | +163.3% | -97.7% | +8.4% |
| 5Y | +74.1% | +66.8% | +7.3% | +31.5% |
| 10Y | +156.7% | +228.5% | -71.8% | +36.4% |
| All | +210.1% | +306.8% | -96.7% | +57.6% |
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