+223.3%
FDX vs SYF
+340.9%
-117.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.5% |
| 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% | +7.2% |
| 5Y | +65.6% | +88.5% | -22.9% | +19.0% |
| 10Y | +183.4% | +263.1% | -79.7% | +45.0% |
| All | +223.3% | +340.9% | -117.6% | +59.5% |
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