+40.6%
FXI vs SYF
+158.6%
-117.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.9% | -1.5% |
| 7D | -1.9% | -3.6% | +1.6% | -1.5% |
| 30D | -0.6% | -1.7% | +1.1% | -0.5% |
| 3M | -4.9% | -7.8% | +2.9% | -4.0% |
| 6M | -8.8% | +3.4% | -12.2% | -9.6% |
| YTD | -10.7% | -12.2% | +1.5% | -9.8% |
| 1Y | -15.2% | -1.6% | -13.7% | -15.9% |
| All | +40.6% | +158.6% | -117.9% | +15.6% |
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