+92.8%
SYF vs FGI
-70.4%
+163.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.5% | -7.5% | 0.0% |
| 7D | +2.4% | +0.5% | +1.9% | +2.4% |
| 30D | +0.8% | +65.4% | -64.6% | 0.0% |
| 3M | +13.4% | +23.5% | -10.1% | +12.6% |
| 6M | +16.3% | +60.5% | -44.2% | +14.7% |
| YTD | -3.0% | +30.0% | -33.0% | -4.2% |
| 1Y | +5.7% | +82.1% | -76.4% | +4.4% |
| 3Y | +160.1% | -4.4% | +164.5% | +159.1% |
| All | +92.8% | -70.4% | +163.2% | +92.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling