+1,092.2%
FIX vs SYF
+61.9%
+1,030.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.4% | +4.6% | +4.8% |
| 7D | +6.4% | -3.6% | +10.0% | +8.3% |
| 30D | -29.1% | -1.7% | -27.4% | -28.5% |
| 3M | -31.1% | -7.8% | -23.3% | -28.6% |
| 6M | -42.8% | +3.4% | -46.2% | -44.0% |
| YTD | +24.6% | -12.2% | +36.8% | +30.4% |
| 1Y | +21.9% | -1.6% | +23.5% | +20.8% |
| 3Y | +524.9% | +157.8% | +367.1% | +306.5% |
| 5Y | +1,092.2% | +61.9% | +1,030.3% | +810.3% |
| All | +1,092.2% | +61.9% | +1,030.3% | +810.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling