+652.8%
FLEX vs SYF
+177.5%
+475.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.4% | +3.3% | +3.5% |
| 7D | +2.2% | -3.6% | +5.8% | +4.3% |
| 30D | -32.6% | -1.7% | -30.9% | -32.0% |
| 3M | -35.5% | -7.8% | -27.7% | -32.8% |
| 6M | -45.6% | +3.4% | -49.0% | -47.0% |
| YTD | +30.7% | -12.2% | +42.9% | +37.5% |
| 1Y | +28.4% | -1.6% | +29.9% | +26.8% |
| 3Y | +301.7% | +157.8% | +143.9% | +127.7% |
| 5Y | +473.3% | +61.9% | +411.4% | +301.5% |
| All | +652.8% | +177.5% | +475.3% | +255.6% |
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 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