+3,800.0%
FIX vs SYF
+218.0%
+3,582.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -0.7% | +10.1% | +9.7% |
| 7D | -7.2% | -4.7% | -2.6% | -5.1% |
| 30D | -35.1% | +0.6% | -35.7% | -35.3% |
| 3M | -34.3% | -6.8% | -27.4% | -32.2% |
| 6M | -42.9% | +0.5% | -43.5% | -43.5% |
| YTD | +19.5% | -11.1% | +30.6% | +24.4% |
| 1Y | +16.8% | +1.3% | +15.5% | +14.2% |
| 3Y | +506.7% | +164.6% | +342.1% | +272.7% |
| 5Y | +1,046.7% | +65.2% | +981.5% | +739.7% |
| 10Y | +3,800.0% | +204.6% | +3,595.4% | +1,787.2% |
| All | +3,800.0% | +218.0% | +3,582.0% | +1,787.2% |
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