+663.2%
FLEX vs SYF
+89.0%
+574.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | -0.9% | +2.4% | -3.3% | -2.1% |
| 30D | -10.1% | +0.8% | -11.0% | -10.6% |
| 3M | -31.3% | +13.4% | -44.7% | -35.9% |
| 6M | +71.3% | +16.3% | +54.9% | +57.7% |
| YTD | +81.2% | -3.0% | +84.3% | +81.1% |
| 1Y | +98.5% | +5.7% | +92.8% | +89.0% |
| 3Y | +428.2% | +160.1% | +268.1% | +212.6% |
| All | +663.2% | +89.0% | +574.3% | +381.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling