+14.4%
FIX vs SYF
+4.2%
+10.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | -0.2% | -14.9% | -15.0% |
| 7D | -18.9% | -0.4% | -18.5% | -18.8% |
| 30D | -36.3% | +4.4% | -40.7% | -37.5% |
| 3M | -38.5% | -4.7% | -33.8% | -37.3% |
| 6M | -42.3% | +1.9% | -44.2% | -43.2% |
| YTD | +17.1% | -8.9% | +26.0% | +13.7% |
| 1Y | +14.4% | +4.1% | +10.3% | -0.1% |
| All | +14.4% | +4.2% | +10.2% | -0.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling