+75.1%
SYF vs FGI
-74.8%
+149.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -25.2% | +26.0% | +1.0% |
| 7D | -2.0% | -14.4% | +12.4% | -2.0% |
| 30D | +1.2% | -11.8% | +13.0% | +1.2% |
| 3M | -9.4% | -46.2% | +36.9% | -9.1% |
| 6M | +4.4% | +5.2% | -0.8% | +3.7% |
| YTD | -11.9% | +10.5% | -22.4% | -13.0% |
| 1Y | -0.4% | +25.5% | -25.9% | -1.6% |
| 3Y | +159.6% | -16.0% | +175.6% | +158.4% |
| All | +75.1% | -74.8% | +149.9% | +74.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling