-63.5%
FIS vs SYF
+92.1%
-155.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -1.0% |
| 7D | +1.1% | +2.4% | -1.3% | +0.2% |
| 30D | -2.2% | +0.8% | -3.1% | -2.6% |
| 3M | +2.1% | +13.4% | -11.3% | -2.8% |
| 6M | -14.7% | +16.3% | -31.0% | -19.8% |
| YTD | -35.7% | -3.0% | -32.7% | -35.7% |
| 1Y | -37.1% | +5.7% | -42.8% | -39.1% |
| 3Y | -20.0% | +160.1% | -180.1% | -49.7% |
| All | -63.5% | +92.1% | -155.6% | -75.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling