-3.3%
FISV vs SYF
+255.8%
-259.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.0% | +1.4% |
| 7D | -7.2% | -5.5% | -1.7% | -5.3% |
| 30D | -7.2% | -3.9% | -3.3% | -5.9% |
| 3M | -8.2% | +8.9% | -17.1% | -11.3% |
| 6M | -17.7% | +16.2% | -33.9% | -22.4% |
| YTD | -27.2% | -8.4% | -18.7% | -25.5% |
| 1Y | -63.0% | +2.6% | -65.6% | -63.5% |
| 3Y | -59.8% | +156.4% | -216.1% | -72.5% |
| 5Y | -55.8% | +78.2% | -134.0% | -66.7% |
| All | -3.3% | +255.8% | -259.0% | -48.5% |
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