+262.9%
SYF vs FIVE
+477.5%
-214.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.1% | -5.0% | -1.7% |
| 7D | +2.4% | +4.3% | -1.9% | +0.8% |
| 30D | +0.8% | +12.5% | -11.7% | -3.5% |
| 3M | +13.4% | +31.2% | -17.8% | +2.6% |
| 6M | +16.3% | +14.4% | +2.0% | +9.0% |
| YTD | -3.0% | +33.9% | -36.9% | -14.3% |
| 1Y | +5.7% | +65.1% | -59.3% | -13.9% |
| 3Y | +160.1% | +49.0% | +111.1% | +101.9% |
| 5Y | +88.5% | +30.3% | +58.2% | +46.0% |
| All | +262.9% | +477.5% | -214.6% | +66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling