+3,644.4%
FIX vs SYF
+196.3%
+3,448.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | +0.3% |
| 7D | -13.9% | -4.2% | -9.7% | -12.1% |
| 30D | -35.5% | -1.1% | -34.5% | -35.3% |
| 3M | -33.9% | -7.9% | -26.1% | -31.5% |
| 6M | -43.3% | -1.1% | -42.2% | -43.4% |
| YTD | +18.7% | -12.6% | +31.3% | +24.5% |
| 1Y | +13.8% | -2.4% | +16.1% | +13.2% |
| 3Y | +495.0% | +156.6% | +338.3% | +270.9% |
| 5Y | +1,049.0% | +61.9% | +987.2% | +749.5% |
| 10Y | +3,644.4% | +186.5% | +3,458.0% | +1,772.0% |
| All | +3,644.4% | +196.3% | +3,448.1% | +1,772.0% |
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