+139.3%
FOXA vs SYF
+159.4%
-20.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.8% | +3.3% | +3.9% |
| 7D | +2.7% | -2.0% | +4.7% | +3.2% |
| 30D | +10.0% | +1.2% | +8.8% | +9.6% |
| 3M | +5.0% | -9.4% | +14.4% | +7.7% |
| 6M | +3.4% | +4.4% | -1.0% | +1.4% |
| YTD | -5.5% | -11.9% | +6.4% | -3.1% |
| 1Y | +5.5% | -0.4% | +5.9% | +4.1% |
| 3Y | +139.3% | +159.6% | -20.3% | +79.5% |
| All | +139.3% | +159.4% | -20.1% | +79.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling