+11,670.5%
FIX vs SYF
+340.9%
+11,329.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | +6.0% | +2.4% | +3.6% | +4.8% |
| 30D | -7.2% | +0.8% | -8.1% | -7.7% |
| 3M | -15.9% | +13.4% | -29.3% | -20.9% |
| 6M | +12.7% | +16.3% | -3.6% | +4.8% |
| YTD | +72.8% | -3.0% | +75.8% | +72.8% |
| 1Y | +122.9% | +5.7% | +117.2% | +114.0% |
| 3Y | +774.3% | +160.1% | +614.2% | +450.4% |
| 5Y | +2,049.5% | +88.5% | +1,961.0% | +1,398.4% |
| 10Y | +5,821.5% | +263.1% | +5,558.4% | +2,694.8% |
| All | +11,670.5% | +340.9% | +11,329.6% | +5,412.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling