+13.8%
FIX vs SYF
-1.0%
+14.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | +0.2% |
| 7D | -13.9% | -4.2% | -9.7% | -12.3% |
| 30D | -35.5% | -1.1% | -34.5% | -35.2% |
| 3M | -33.9% | -7.9% | -26.1% | -31.6% |
| 6M | -43.3% | -1.1% | -42.2% | -43.5% |
| YTD | +18.7% | -12.6% | +31.3% | +16.7% |
| 1Y | +13.8% | -2.4% | +16.1% | +3.2% |
| All | +13.8% | -1.0% | +14.8% | +3.2% |
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 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