-3.4%
SYF vs FDS
+23.2%
-26.7%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.4% |
| 7D | -3.3% | -2.6% | -0.7% | -3.0% |
| 30D | -2.2% | +14.1% | -16.2% | -3.6% |
| 3M | -9.3% | +19.8% | -29.1% | -11.2% |
| 6M | +2.1% | +55.0% | -52.9% | -3.1% |
| YTD | -12.6% | +15.9% | -28.5% | -12.0% |
| 1Y | -3.4% | +24.2% | -27.6% | -3.3% |
| All | -3.4% | +23.2% | -26.7% | -3.3% |
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