+164.4%
SYF vs FGI
+2.3%
+162.1%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.2% | -1.3% |
| 7D | -3.8% | -11.6% | +7.8% | -3.7% |
| 30D | +2.6% | -3.3% | +5.9% | +2.6% |
| 3M | -6.5% | +65.6% | -72.1% | -6.8% |
| 6M | +0.8% | -2.8% | +3.6% | +0.5% |
| YTD | -10.1% | +30.1% | -40.2% | -10.5% |
| 1Y | +0.8% | +50.2% | -49.3% | +0.7% |
| All | +164.4% | +2.3% | +162.1% | +168.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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