+6,953.0%
FIX vs SYF
+308.6%
+6,644.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -1.3% | -10.3% | -11.0% |
| 7D | -27.2% | -3.8% | -23.5% | -25.9% |
| 30D | -46.9% | +2.6% | -49.6% | -47.6% |
| 3M | -44.4% | -6.5% | -37.9% | -42.7% |
| 6M | -50.9% | +0.8% | -51.7% | -51.4% |
| YTD | +3.5% | -10.1% | +13.6% | +7.2% |
| 1Y | -2.1% | +0.8% | -3.0% | -3.9% |
| 3Y | +418.7% | +158.8% | +259.9% | +228.4% |
| 5Y | +894.6% | +67.5% | +827.1% | +632.9% |
| 10Y | +3,465.5% | +230.0% | +3,235.5% | +1,653.1% |
| All | +6,953.0% | +308.6% | +6,644.4% | +3,318.6% |
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