+565.2%
FLEX vs SYF
+221.7%
+343.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.4% | +5.0% | +4.8% |
| 7D | -19.3% | -2.1% | -17.2% | -18.4% |
| 30D | -41.5% | +2.5% | -44.0% | -42.4% |
| 3M | -43.1% | -6.3% | -36.8% | -41.2% |
| 6M | -48.2% | -1.5% | -46.8% | -48.3% |
| YTD | +15.5% | -10.5% | +26.0% | +20.3% |
| 1Y | +10.2% | +1.5% | +8.7% | +7.1% |
| 3Y | +256.8% | +163.3% | +93.5% | +100.8% |
| 5Y | +408.2% | +66.8% | +341.4% | +251.2% |
| All | +565.2% | +221.7% | +343.5% | +213.7% |
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