+340.9%
SYF vs FFIV
+240.0%
+100.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | +2.4% | -1.0% | +3.4% | +2.8% |
| 30D | +0.8% | -5.1% | +5.9% | +3.1% |
| 3M | +13.4% | -4.5% | +17.9% | +15.0% |
| 6M | +16.3% | +36.5% | -20.1% | -3.2% |
| YTD | -3.0% | +53.0% | -56.0% | -24.5% |
| 1Y | +5.7% | +24.2% | -18.5% | -8.8% |
| 3Y | +160.1% | +137.2% | +22.9% | +58.6% |
| 5Y | +88.5% | +91.8% | -3.3% | +24.8% |
| 10Y | +263.1% | +215.2% | +47.9% | +74.2% |
| All | +340.9% | +240.0% | +100.9% | +95.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling