+204.6%
SYF vs FFIV
+132.4%
+72.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -1.8% |
| 7D | -4.7% | -2.1% | -2.6% | -3.8% |
| 30D | +0.6% | -33.8% | +34.4% | +21.2% |
| 3M | -6.8% | -20.6% | +13.8% | +0.9% |
| 6M | +0.5% | -10.2% | +10.8% | +0.8% |
| YTD | -11.1% | +24.5% | -35.6% | -27.3% |
| 1Y | +1.3% | +29.3% | -28.0% | -19.0% |
| 3Y | +164.6% | +103.8% | +60.9% | +60.2% |
| 5Y | +65.2% | +40.9% | +24.3% | +20.0% |
| 10Y | +204.6% | +126.6% | +78.0% | +43.4% |
| All | +204.6% | +132.4% | +72.2% | +43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 10y: compounded portfolio wealth divided by compounded FFIV 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…
10y analysis · Full analysis span regression · 6 months rolling