+93.0%
FOXA vs SYF
+78.7%
+14.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.5% | +4.5% | +2.8% |
| 7D | -3.7% | -5.5% | +1.8% | -2.0% |
| 30D | +5.4% | -3.9% | +9.2% | +6.6% |
| 3M | -3.7% | +8.9% | -12.6% | -6.9% |
| 6M | +12.6% | +16.2% | -3.6% | +6.2% |
| YTD | -10.0% | -8.4% | -1.5% | -8.5% |
| 1Y | +15.0% | +2.6% | +12.4% | +12.2% |
| 3Y | +115.1% | +156.4% | -41.3% | +47.7% |
| 5Y | +93.0% | +78.2% | +14.9% | +45.9% |
| All | +93.0% | +78.7% | +14.3% | +45.9% |
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 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