-17.4%
FIS vs SYF
+170.8%
-188.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +1.1% | +2.4% | -1.3% | +0.5% |
| 30D | -2.2% | +0.8% | -3.1% | -2.5% |
| 3M | +2.1% | +13.4% | -11.3% | -1.5% |
| 6M | -14.7% | +16.3% | -31.0% | -18.4% |
| YTD | -35.7% | -3.0% | -32.7% | -35.7% |
| 1Y | -37.1% | +5.7% | -42.8% | -38.5% |
| All | -17.4% | +170.8% | -188.2% | -41.3% |
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