-51.1%
FIS vs SYF
+4.2%
-55.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | -0.2% | -23.5% | -23.6% |
| 7D | -18.4% | -0.4% | -18.0% | -18.3% |
| 30D | -11.4% | +4.4% | -15.8% | -12.7% |
| 3M | -32.0% | -4.7% | -27.3% | -31.0% |
| 6M | -35.6% | +1.9% | -37.5% | -36.5% |
| YTD | -53.8% | -8.9% | -44.8% | -52.9% |
| 1Y | -51.1% | +4.1% | -55.1% | -52.8% |
| All | -51.1% | +4.2% | -55.3% | -52.8% |
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