+4.1%
SYF vs FDS
+31.1%
-27.1%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.1% | -0.5% |
| 7D | -0.4% | +9.4% | -9.9% | -1.4% |
| 30D | +4.4% | +23.8% | -19.4% | +2.0% |
| 3M | -4.7% | +25.1% | -29.8% | -7.1% |
| 6M | +1.9% | +53.8% | -51.9% | -2.9% |
| YTD | -8.9% | +19.6% | -28.5% | -9.0% |
| 1Y | +4.1% | +31.6% | -27.6% | +3.8% |
| All | +4.1% | +31.1% | -27.1% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling