+170.6%
SYF vs FDS
+127.7%
+42.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | -2.0% | +1.5% | -3.5% | -2.7% |
| 30D | +1.2% | +14.8% | -13.6% | -5.6% |
| 3M | -9.4% | +16.3% | -25.7% | -16.7% |
| 6M | +4.4% | +66.2% | -61.8% | -22.3% |
| YTD | -11.9% | +16.2% | -28.2% | -21.9% |
| 1Y | -0.4% | +21.8% | -22.3% | -14.6% |
| 3Y | +159.6% | -23.9% | +183.4% | +190.1% |
| 5Y | +60.9% | -23.1% | +84.0% | +74.7% |
| All | +170.6% | +127.7% | +42.9% | +44.6% |
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