+494.2%
FIX vs SYF
+159.4%
+334.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.8% |
| 7D | +9.4% | -2.0% | +11.5% | +10.6% |
| 30D | -27.8% | +1.2% | -29.0% | -28.3% |
| 3M | -35.6% | -9.4% | -26.2% | -32.2% |
| 6M | -45.2% | +4.4% | -49.6% | -46.9% |
| YTD | +19.5% | -11.9% | +31.4% | +25.3% |
| 1Y | +24.2% | -0.4% | +24.6% | +21.4% |
| 3Y | +494.2% | +159.6% | +334.6% | +300.0% |
| All | +494.2% | +159.4% | +334.8% | +300.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling