-3.2%
SYF vs FIGR
-32.8%
+29.6%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.6% | -3.2% | +0.1% |
| 7D | -3.6% | +5.1% | -8.7% | -4.1% |
| 30D | -1.7% | -15.0% | +13.3% | -0.5% |
| 3M | -7.8% | -13.1% | +5.3% | -7.2% |
| 6M | +3.4% | -37.9% | +41.3% | +6.8% |
| YTD | -12.2% | -40.8% | +28.6% | -9.8% |
| 1Y | -1.6% | -33.1% | +31.6% | 0.0% |
| All | -3.2% | -32.8% | +29.6% | -2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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