+306.8%
SYF vs FFIV
+170.6%
+136.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.2% | -0.3% |
| 7D | -2.1% | -8.1% | +6.0% | +1.7% |
| 30D | +2.5% | -33.4% | +35.9% | +21.8% |
| 3M | -6.3% | -24.7% | +18.5% | +4.0% |
| 6M | -1.5% | -8.8% | +7.4% | -1.9% |
| YTD | -10.5% | +21.8% | -32.3% | -24.6% |
| 1Y | +1.5% | +25.3% | -23.8% | -15.9% |
| 3Y | +163.3% | +101.2% | +62.1% | +68.1% |
| 5Y | +66.8% | +40.2% | +26.5% | +25.2% |
| 10Y | +228.5% | +129.0% | +99.5% | +76.2% |
| All | +306.8% | +170.6% | +136.2% | +95.0% |
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