+61.0%
SYF vs FFIV
+35.3%
+25.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.5% | +2.0% |
| 7D | -2.0% | -0.5% | -1.5% | -1.8% |
| 30D | +1.2% | -32.4% | +33.6% | +18.6% |
| 3M | -9.4% | -25.7% | +16.3% | +0.4% |
| 6M | +4.4% | -13.5% | +17.9% | +5.5% |
| YTD | -11.9% | +21.1% | -33.0% | -28.1% |
| 1Y | -0.4% | +29.4% | -29.8% | -22.0% |
| 3Y | +159.6% | +94.9% | +64.7% | +56.5% |
| All | +61.0% | +35.3% | +25.7% | +9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling