+308.6%
SYF vs FIVE
+549.2%
-240.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.3% | +3.0% | +0.1% |
| 7D | -3.8% | -1.7% | -2.0% | -3.3% |
| 30D | +2.6% | +14.9% | -12.3% | -2.0% |
| 3M | -6.5% | +7.6% | -14.2% | -9.3% |
| 6M | +0.8% | +6.4% | -5.6% | -2.7% |
| YTD | -10.1% | +28.1% | -38.2% | -18.9% |
| 1Y | +0.8% | +54.7% | -53.9% | -14.6% |
| 3Y | +158.8% | +36.1% | +122.8% | +111.0% |
| 5Y | +67.5% | +14.9% | +52.6% | +38.5% |
| 10Y | +230.0% | +578.8% | -348.9% | +64.2% |
| All | +308.6% | +549.2% | -240.6% | +99.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling