+306.8%
SYF vs FDS
+209.2%
+97.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.7% | +3.2% | +1.3% |
| 7D | -2.1% | -0.5% | -1.6% | -2.0% |
| 30D | +2.5% | +20.2% | -17.7% | -6.5% |
| 3M | -6.3% | +19.9% | -26.1% | -15.3% |
| 6M | -1.5% | +56.2% | -57.6% | -24.5% |
| YTD | -10.5% | +14.6% | -25.1% | -20.3% |
| 1Y | +1.5% | +31.6% | -30.1% | -17.3% |
| 3Y | +163.3% | -23.8% | +187.1% | +191.2% |
| 5Y | +66.8% | -22.6% | +89.3% | +78.6% |
| 10Y | +228.5% | +139.3% | +89.2% | +73.1% |
| All | +306.8% | +209.2% | +97.6% | +81.1% |
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