+305.8%
SYF vs FDS
+208.1%
+97.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | -4.3% | -5.0% | +0.7% | -2.0% |
| 30D | +1.0% | +13.8% | -12.7% | -5.4% |
| 3M | -6.4% | +14.8% | -21.2% | -13.6% |
| 6M | +1.0% | +47.4% | -46.4% | -20.1% |
| YTD | -10.7% | +14.2% | -24.9% | -20.4% |
| 1Y | +1.8% | +26.6% | -24.9% | -15.2% |
| 3Y | +165.8% | -24.4% | +190.3% | +195.4% |
| 5Y | +65.9% | -22.6% | +88.6% | +77.8% |
| 10Y | +206.0% | +130.0% | +76.0% | +64.4% |
| All | +305.8% | +208.1% | +97.6% | +81.0% |
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