-40.2%
FIS vs SYF
+259.8%
-300.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.6% | -4.3% | -5.3% |
| 7D | -3.5% | +2.6% | -6.1% | -4.3% |
| 30D | -7.8% | 0.0% | -7.9% | -7.9% |
| 3M | +0.8% | +11.9% | -11.1% | -3.4% |
| 6M | -21.9% | +18.9% | -40.8% | -26.9% |
| YTD | -39.5% | -4.6% | -34.9% | -39.1% |
| 1Y | -41.0% | +6.4% | -47.4% | -42.9% |
| 3Y | -23.6% | +167.2% | -190.8% | -49.3% |
| 5Y | -65.6% | +92.3% | -158.0% | -75.0% |
| 10Y | -40.2% | +263.2% | -303.4% | -67.7% |
| All | -40.2% | +259.8% | -300.0% | -67.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling