+108.6%
FOXA vs SYF
+160.5%
-51.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -1.6% |
| 7D | -5.4% | -1.3% | -4.1% | -5.1% |
| 30D | +1.1% | -1.1% | +2.2% | +1.4% |
| 3M | -6.1% | +7.4% | -13.5% | -8.5% |
| 6M | +8.2% | +16.2% | -8.0% | +2.7% |
| YTD | -11.8% | -6.1% | -5.7% | -11.0% |
| 1Y | +9.9% | +3.4% | +6.5% | +7.4% |
| All | +108.6% | +160.5% | -51.9% | +49.4% |
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