+71.9%
FISV vs SYF
+340.9%
-269.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -0.3% | +2.4% | -2.7% | -1.2% |
| 30D | -2.1% | +0.8% | -2.9% | -2.4% |
| 3M | -5.7% | +13.4% | -19.1% | -10.2% |
| 6M | -15.3% | +16.3% | -31.7% | -20.1% |
| YTD | -21.1% | -3.0% | -18.1% | -20.9% |
| 1Y | -61.1% | +5.7% | -66.8% | -62.0% |
| 3Y | -56.8% | +160.1% | -217.0% | -70.4% |
| 5Y | -54.2% | +88.5% | -142.7% | -65.9% |
| 10Y | +1.6% | +263.1% | -261.5% | -47.2% |
| All | +71.9% | +340.9% | -269.0% | -16.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling