-60.0%
FISV vs SYF
+160.5%
-220.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.6% | -2.7% | -3.8% |
| 7D | -6.4% | -1.3% | -5.1% | -6.0% |
| 30D | -6.8% | -1.1% | -5.8% | -6.5% |
| 3M | -10.0% | +7.4% | -17.4% | -12.3% |
| 6M | -20.6% | +16.2% | -36.8% | -24.6% |
| YTD | -27.6% | -6.1% | -21.4% | -26.9% |
| 1Y | -64.3% | +3.4% | -67.7% | -64.9% |
| All | -60.0% | +160.5% | -220.5% | -66.7% |
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