+14.2%
FXI vs SYF
+255.8%
-241.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | 0.0% |
| 7D | -2.8% | -5.5% | +2.7% | -1.6% |
| 30D | -3.7% | -3.9% | +0.2% | -2.9% |
| 3M | -0.4% | +8.9% | -9.3% | -2.8% |
| 6M | -5.4% | +16.2% | -21.6% | -9.2% |
| YTD | -9.6% | -8.4% | -1.2% | -8.8% |
| 1Y | -11.9% | +2.6% | -14.5% | -13.6% |
| 3Y | +37.8% | +156.4% | -118.5% | +4.5% |
| 5Y | -7.0% | +78.2% | -85.2% | -24.9% |
| All | +14.2% | +255.8% | -241.6% | -26.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling