+99.4%
FISV vs SYF
+297.1%
-197.7%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.3% | -3.6% |
| 7D | -2.0% | -3.3% | +1.3% | -0.9% |
| 30D | +31.8% | -2.2% | +34.0% | +32.6% |
| 3M | +19.3% | -9.3% | +28.6% | +23.1% |
| 6M | +12.1% | +2.1% | +10.0% | +10.5% |
| YTD | -8.4% | -12.6% | +4.2% | -5.0% |
| 1Y | -4.5% | -3.4% | -1.0% | -4.4% |
| 3Y | -49.4% | +156.5% | -205.9% | -65.1% |
| 5Y | -39.0% | +59.6% | -98.6% | -52.0% |
| 10Y | +22.3% | +178.6% | -156.3% | -31.2% |
| All | +99.4% | +297.1% | -197.7% | +0.7% |
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 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