+91.3%
SYF vs FDS
-17.4%
+108.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.5% | +3.6% | +1.2% |
| 7D | +2.4% | -1.9% | +4.3% | +3.0% |
| 30D | +0.8% | +9.0% | -8.2% | -2.1% |
| 3M | +13.4% | +18.9% | -5.5% | +6.3% |
| 6M | +16.3% | +35.1% | -18.8% | +2.7% |
| YTD | -3.0% | +5.5% | -8.5% | -5.1% |
| 1Y | +5.7% | -16.8% | +22.5% | +15.0% |
| 3Y | +160.1% | -28.1% | +188.2% | +203.4% |
| All | +91.3% | -17.4% | +108.7% | +131.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling