-55.5%
FIS vs SYF
+196.3%
-251.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.6% |
| 7D | -27.4% | -4.2% | -23.2% | -26.3% |
| 30D | -16.8% | -1.1% | -15.8% | -16.5% |
| 3M | -32.6% | -7.9% | -24.8% | -30.8% |
| 6M | -33.4% | -1.1% | -32.3% | -33.5% |
| YTD | -56.0% | -12.6% | -43.5% | -54.4% |
| 1Y | -55.1% | -2.4% | -52.7% | -55.2% |
| 3Y | -41.4% | +156.6% | -198.0% | -60.7% |
| 5Y | -72.7% | +61.9% | -134.5% | -78.9% |
| 10Y | -55.5% | +186.5% | -241.9% | -73.8% |
| All | -55.5% | +196.3% | -251.8% | -73.8% |
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 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