+224.4%
FITB vs SYF
+196.3%
+28.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +1.1% |
| 7D | +0.5% | -4.2% | +4.7% | +3.5% |
| 30D | +7.0% | -1.1% | +8.1% | +7.6% |
| 3M | -4.4% | -7.9% | +3.5% | +0.8% |
| 6M | +11.6% | -1.1% | +12.6% | +10.8% |
| YTD | +18.6% | -12.6% | +31.2% | +27.0% |
| 1Y | +29.8% | -2.4% | +32.2% | +28.6% |
| 3Y | +140.7% | +156.6% | -15.9% | +12.3% |
| 5Y | +48.6% | +61.9% | -13.3% | -6.6% |
| 10Y | +224.4% | +186.5% | +37.9% | +17.1% |
| All | +224.4% | +196.3% | +28.1% | +17.1% |
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 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