+299.6%
FITB vs SYF
+297.3%
+2.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +1.1% |
| 7D | +0.5% | -4.2% | +4.7% | +3.4% |
| 30D | +7.0% | -1.1% | +8.1% | +7.6% |
| 3M | -4.4% | -7.9% | +3.5% | +0.7% |
| 6M | +11.6% | -1.1% | +12.6% | +10.9% |
| YTD | +18.6% | -12.6% | +31.2% | +26.8% |
| 1Y | +29.8% | -2.4% | +32.2% | +28.7% |
| 3Y | +140.7% | +156.6% | -15.9% | +14.9% |
| 5Y | +48.6% | +61.9% | -13.3% | -5.2% |
| 10Y | +224.4% | +186.5% | +37.9% | +24.7% |
| All | +299.6% | +297.3% | +2.2% | +36.8% |
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