+6.5%
FIX vs SYF
+0.3%
+6.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.4% | +5.9% | +5.6% |
| 7D | -17.5% | -2.1% | -15.3% | -16.7% |
| 30D | -41.6% | +2.5% | -44.1% | -42.2% |
| 3M | -40.6% | -6.3% | -34.3% | -38.9% |
| 6M | -49.4% | -1.5% | -47.9% | -49.4% |
| YTD | +9.2% | -10.5% | +19.7% | +6.6% |
| 1Y | +6.5% | +1.5% | +4.9% | -5.5% |
| All | +6.5% | +0.3% | +6.2% | -5.5% |
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