+167.1%
SYF vs FFIV
+136.9%
+30.3%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | +2.4% | -1.0% | +3.4% | +2.7% |
| 30D | +0.8% | -5.1% | +5.9% | +2.9% |
| 3M | +13.4% | -4.5% | +17.9% | +14.9% |
| 6M | +16.3% | +36.5% | -20.1% | -2.6% |
| YTD | -3.0% | +53.0% | -56.0% | -24.3% |
| 1Y | +5.7% | +24.2% | -18.5% | -7.8% |
| All | +167.1% | +136.9% | +30.3% | +69.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling