-55.3%
FIS vs SYF
+219.4%
-274.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.1% |
| 7D | -29.4% | -4.3% | -25.2% | -28.3% |
| 30D | -16.7% | +1.0% | -17.8% | -17.0% |
| 3M | -33.0% | -6.4% | -26.6% | -31.5% |
| 6M | -33.3% | +1.0% | -34.3% | -33.9% |
| YTD | -56.0% | -10.7% | -45.3% | -54.7% |
| 1Y | -54.6% | +1.8% | -56.3% | -55.3% |
| 3Y | -40.6% | +165.8% | -206.5% | -60.6% |
| 5Y | -71.9% | +65.9% | -137.9% | -78.6% |
| 10Y | -55.3% | +206.0% | -261.3% | -74.0% |
| All | -55.3% | +219.4% | -274.7% | -74.0% |
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 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