+14.5%
FIX vs SYF
+1.0%
+13.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -0.7% | +10.1% | +9.7% |
| 7D | -7.2% | -4.3% | -3.0% | -5.6% |
| 30D | -35.1% | +1.0% | -36.1% | -35.4% |
| 3M | -34.3% | -6.4% | -27.9% | -32.4% |
| 6M | -42.9% | +1.0% | -43.9% | -43.6% |
| YTD | +19.5% | -10.7% | +30.2% | +16.4% |
| All | +14.5% | +1.0% | +13.5% | +3.0% |
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 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