+340.9%
SYF vs FDS
+184.8%
+156.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.5% | +3.6% | +1.8% |
| 7D | +2.4% | -1.9% | +4.3% | +3.3% |
| 30D | +0.8% | +9.0% | -8.2% | -3.8% |
| 3M | +13.4% | +18.9% | -5.5% | +2.1% |
| 6M | +16.3% | +35.1% | -18.8% | -4.3% |
| YTD | -3.0% | +5.5% | -8.5% | -9.4% |
| 1Y | +5.7% | -16.8% | +22.5% | +11.8% |
| 3Y | +160.1% | -28.1% | +188.2% | +196.8% |
| 5Y | +88.5% | -17.4% | +105.9% | +92.0% |
| 10Y | +263.1% | +85.4% | +177.6% | +118.6% |
| All | +340.9% | +184.8% | +156.1% | +106.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling