+15.0%
FOXA vs SYF
+0.9%
+14.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.5% | +4.5% | +2.5% |
| 7D | -3.7% | -5.5% | +1.8% | -2.8% |
| 30D | +5.4% | -3.9% | +9.2% | +6.1% |
| 3M | -3.7% | +8.9% | -12.6% | -5.6% |
| 6M | +12.6% | +16.2% | -3.6% | +8.1% |
| YTD | -10.0% | -8.4% | -1.5% | -8.2% |
| 1Y | +15.0% | +2.6% | +12.4% | +12.8% |
| All | +15.0% | +0.9% | +14.1% | +12.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling