+301.3%
FITB vs SYF
+340.9%
-39.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +0.6% | +2.4% | -1.8% | -1.0% |
| 30D | -4.7% | +0.8% | -5.6% | -5.4% |
| 3M | +6.7% | +13.4% | -6.7% | -3.0% |
| 6M | +12.6% | +16.3% | -3.8% | +0.4% |
| YTD | +19.1% | -3.0% | +22.1% | +19.1% |
| 1Y | +22.6% | +5.7% | +16.9% | +15.4% |
| 3Y | +127.1% | +160.1% | -33.0% | +8.0% |
| 5Y | +71.8% | +88.5% | -16.7% | -1.3% |
| 10Y | +287.2% | +263.1% | +24.1% | +29.6% |
| All | +301.3% | +340.9% | -39.6% | +28.5% |
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