+1,298.7%
FLEX vs SYF
+340.9%
+957.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -36.1% |
| 6M | +71.3% | +16.3% | +54.9% | +57.4% |
| YTD | +81.2% | -3.0% | +84.3% | +81.1% |
| 1Y | +98.5% | +5.7% | +92.8% | +88.9% |
| 3Y | +428.2% | +160.1% | +268.1% | +204.1% |
| 5Y | +657.3% | +88.5% | +568.8% | +395.2% |
| 10Y | +995.9% | +263.1% | +732.9% | +351.0% |
| All | +1,298.7% | +340.9% | +957.8% | +419.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling