+170.6%
SYF vs FIVE
+504.2%
-333.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -2.0% | +2.7% | -4.7% | -3.0% |
| 30D | +1.2% | +12.7% | -11.5% | -3.1% |
| 3M | -9.4% | +2.1% | -11.4% | -10.6% |
| 6M | +4.4% | +17.5% | -13.1% | -3.0% |
| YTD | -11.9% | +31.0% | -42.9% | -21.9% |
| 1Y | -0.4% | +67.7% | -68.2% | -19.2% |
| 3Y | +159.6% | +43.4% | +116.2% | +104.2% |
| 5Y | +60.9% | +18.1% | +42.8% | +29.9% |
| All | +170.6% | +504.2% | -333.6% | +24.8% |
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