-6.2%
FXI vs SYF
+89.0%
-95.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.8% | -2.1% |
| 7D | -1.0% | +2.6% | -3.6% | -1.5% |
| 30D | -3.2% | 0.0% | -3.3% | -3.3% |
| 3M | +1.7% | +11.9% | -10.2% | -1.2% |
| 6M | -1.6% | +18.9% | -20.5% | -5.7% |
| YTD | -7.9% | -4.6% | -3.3% | -7.8% |
| 1Y | -9.6% | +6.4% | -16.0% | -12.0% |
| 3Y | +40.5% | +167.2% | -126.7% | +2.8% |
| 5Y | -6.2% | +92.3% | -98.6% | -27.7% |
| All | -6.2% | +89.0% | -95.2% | -27.7% |
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