+263.2%
SYF vs FFIV
+224.0%
+39.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | +2.6% | -1.5% | +4.2% | +3.4% |
| 30D | 0.0% | -2.7% | +2.7% | +1.1% |
| 3M | +11.9% | -1.7% | +13.6% | +11.9% |
| 6M | +18.9% | +36.1% | -17.2% | -2.1% |
| YTD | -4.6% | +52.6% | -57.2% | -27.0% |
| 1Y | +6.4% | +21.5% | -15.1% | -8.0% |
| 3Y | +167.2% | +142.7% | +24.5% | +54.4% |
| 5Y | +92.3% | +92.6% | -0.2% | +22.6% |
| 10Y | +263.2% | +225.5% | +37.7% | +55.2% |
| All | +263.2% | +224.0% | +39.2% | +55.2% |
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