+27.4%
FISV vs SYF
+178.4%
-151.0%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +3.4% |
| 7D | +1.4% | -2.0% | +3.5% | +2.2% |
| 30D | +38.4% | +1.2% | +37.2% | +37.7% |
| 3M | +14.9% | -9.4% | +24.3% | +18.7% |
| 6M | +21.8% | +4.4% | +17.4% | +19.1% |
| YTD | -5.0% | -11.9% | +6.9% | -1.7% |
| 1Y | -1.2% | -0.4% | -0.8% | -2.2% |
| 3Y | -47.5% | +159.6% | -207.1% | -64.4% |
| 5Y | -36.7% | +60.9% | -97.6% | -50.7% |
| All | +27.4% | +178.4% | -151.0% | -29.0% |
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