-52.0%
FIG vs SYF
-1.7%
-50.4%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.8% | +2.0% | +2.4% |
| 7D | +3.4% | -2.0% | +5.4% | +4.5% |
| 30D | -9.5% | +1.2% | -10.6% | -9.8% |
| 3M | -26.2% | -9.4% | -16.8% | -22.7% |
| 6M | +2.7% | +4.4% | -1.7% | -0.6% |
| YTD | -48.0% | -11.9% | -36.0% | -46.3% |
| 1Y | -52.0% | -0.4% | -51.6% | -56.0% |
| All | -52.0% | -1.7% | -50.4% | -56.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling