+122.9%
FIX vs SYF
+7.1%
+115.8%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | +6.0% | +2.4% | +3.6% | +4.9% |
| 30D | -7.2% | +0.8% | -8.1% | -7.6% |
| 3M | -15.9% | +13.4% | -29.3% | -20.7% |
| 6M | +12.7% | +16.3% | -3.6% | +4.9% |
| YTD | +72.8% | -3.0% | +75.8% | +67.6% |
| 1Y | +122.9% | +5.7% | +117.2% | +104.4% |
| All | +122.9% | +7.1% | +115.8% | +104.4% |
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