+61.9%
SYF vs FIVE
+19.0%
+42.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.7% |
| 7D | -3.6% | -0.5% | -3.1% | -3.5% |
| 30D | -1.7% | +17.4% | -19.1% | -5.9% |
| 3M | -7.8% | +7.0% | -14.8% | -9.8% |
| 6M | +3.4% | +20.5% | -17.1% | -2.9% |
| YTD | -12.2% | +33.1% | -45.3% | -20.2% |
| 1Y | -1.6% | +67.1% | -68.7% | -16.0% |
| 3Y | +157.8% | +41.9% | +115.9% | +117.7% |
| 5Y | +61.9% | +21.1% | +40.8% | +35.2% |
| All | +61.9% | +19.0% | +42.8% | +35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling