-38.8%
FIS vs SYF
+159.4%
-198.2%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.3% | +3.9% |
| 7D | +2.8% | -2.0% | +4.8% | +3.4% |
| 30D | -16.7% | +1.2% | -17.9% | -16.9% |
| 3M | -32.3% | -9.4% | -22.9% | -30.6% |
| 6M | -29.1% | +4.4% | -33.5% | -30.1% |
| YTD | -54.1% | -11.9% | -42.2% | -53.0% |
| 1Y | -53.7% | -0.4% | -53.3% | -53.9% |
| 3Y | -38.8% | +159.6% | -198.4% | -56.1% |
| All | -38.8% | +159.4% | -198.2% | -56.1% |
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