+203.1%
FITB vs SYF
+176.2%
+27.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.6% |
| 7D | +0.8% | -3.3% | +4.1% | +3.1% |
| 30D | +7.3% | -2.2% | +9.5% | +8.8% |
| 3M | -6.3% | -9.3% | +3.0% | -0.2% |
| 6M | +12.6% | +2.1% | +10.5% | +9.5% |
| YTD | +18.0% | -12.6% | +30.6% | +26.4% |
| 1Y | +28.9% | -3.4% | +32.3% | +28.7% |
| 3Y | +139.4% | +156.5% | -17.1% | +11.7% |
| 5Y | +47.2% | +59.6% | -12.4% | -6.4% |
| All | +203.1% | +176.2% | +27.0% | +15.9% |
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