+40.5%
FXI vs SYF
+170.1%
-129.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.8% | -2.2% |
| 7D | -1.0% | +2.6% | -3.6% | -1.3% |
| 30D | -3.2% | 0.0% | -3.3% | -3.3% |
| 3M | +1.7% | +11.9% | -10.2% | -0.1% |
| 6M | -1.6% | +18.9% | -20.5% | -4.2% |
| YTD | -7.9% | -4.6% | -3.3% | -7.8% |
| 1Y | -9.6% | +6.4% | -16.0% | -11.2% |
| 3Y | +40.5% | +167.2% | -126.7% | +15.5% |
| All | +40.5% | +170.1% | -129.7% | +15.5% |
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