-40.6%
FIS vs SYF
+161.4%
-202.1%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.2% |
| 7D | -29.4% | -4.7% | -24.7% | -28.5% |
| 30D | -16.7% | +0.6% | -17.3% | -16.9% |
| 3M | -33.0% | -6.8% | -26.1% | -31.8% |
| 6M | -33.3% | +0.5% | -33.9% | -33.7% |
| YTD | -56.0% | -11.1% | -44.9% | -55.0% |
| 1Y | -54.6% | +1.3% | -55.9% | -55.0% |
| 3Y | -40.6% | +164.6% | -205.3% | -57.6% |
| All | -40.6% | +161.4% | -202.1% | -57.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling