+420.4%
FIX vs SYF
+159.7%
+260.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -1.3% | -10.3% | -10.9% |
| 7D | -27.2% | -3.8% | -23.5% | -25.7% |
| 30D | -46.9% | +2.6% | -49.6% | -47.7% |
| 3M | -44.4% | -6.5% | -37.9% | -42.5% |
| 6M | -50.9% | +0.8% | -51.7% | -51.5% |
| YTD | +3.5% | -10.1% | +13.6% | +7.5% |
| 1Y | -2.1% | +0.8% | -3.0% | -4.8% |
| All | +420.4% | +159.7% | +260.7% | +246.7% |
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