+626.9%
FLEX vs SYF
+196.3%
+430.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.6% | -1.5% |
| 7D | -13.6% | -4.2% | -9.4% | -11.6% |
| 30D | -36.5% | -1.1% | -35.4% | -36.2% |
| 3M | -36.4% | -7.9% | -28.5% | -33.7% |
| 6M | -46.5% | -1.1% | -45.4% | -46.7% |
| YTD | +25.9% | -12.6% | +38.5% | +32.8% |
| 1Y | +19.6% | -2.4% | +21.9% | +18.6% |
| 3Y | +287.0% | +156.6% | +130.4% | +120.2% |
| 5Y | +466.6% | +61.9% | +404.7% | +297.0% |
| 10Y | +626.9% | +186.5% | +440.5% | +246.2% |
| All | +626.9% | +196.3% | +430.6% | +246.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling