+180.0%
SYF vs FDS
+132.8%
+47.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.3% | -0.8% |
| 7D | -3.6% | -2.1% | -1.4% | -2.6% |
| 30D | -1.7% | +16.0% | -17.7% | -8.7% |
| 3M | -7.8% | +18.8% | -26.6% | -16.2% |
| 6M | +3.4% | +54.1% | -50.7% | -19.9% |
| YTD | -12.2% | +17.0% | -29.2% | -22.3% |
| 1Y | -1.6% | +25.5% | -27.1% | -17.1% |
| 3Y | +157.8% | -23.3% | +181.1% | +187.0% |
| 5Y | +61.9% | -22.6% | +84.5% | +75.3% |
| 10Y | +180.0% | +130.2% | +49.8% | +51.4% |
| All | +180.0% | +132.8% | +47.3% | +51.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling