+163.3%
SYF vs FIVE
+34.8%
+128.4%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | -2.1% | -0.3% | -1.9% | -2.1% |
| 30D | +2.5% | +17.7% | -15.1% | -0.9% |
| 3M | -6.3% | +4.0% | -10.2% | -7.3% |
| 6M | -1.5% | +2.6% | -4.1% | -2.8% |
| YTD | -10.5% | +27.6% | -38.1% | -16.0% |
| 1Y | +1.5% | +59.9% | -58.4% | -9.3% |
| 3Y | +163.3% | +35.8% | +127.5% | +116.0% |
| All | +163.3% | +34.8% | +128.4% | +116.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling