+1,060.6%
FLEX vs SYF
+259.8%
+800.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.6% | +6.0% | +5.3% |
| 7D | +7.0% | +2.6% | +4.4% | +5.4% |
| 30D | -5.8% | 0.0% | -5.8% | -5.9% |
| 3M | -24.2% | +11.9% | -36.1% | -29.1% |
| 6M | +90.8% | +18.9% | +71.9% | +72.7% |
| YTD | +89.2% | -4.6% | +93.8% | +90.6% |
| 1Y | +104.7% | +6.4% | +98.3% | +93.8% |
| 3Y | +478.1% | +167.2% | +310.9% | +222.6% |
| 5Y | +726.2% | +92.3% | +633.8% | +426.9% |
| 10Y | +1,060.6% | +263.2% | +797.4% | +377.5% |
| All | +1,060.6% | +259.8% | +800.8% | +377.5% |
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