+299.1%
SYF vs FIVE
+574.8%
-275.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.8% |
| 7D | -3.6% | -0.5% | -3.1% | -3.5% |
| 30D | -1.7% | +17.4% | -19.1% | -6.8% |
| 3M | -7.8% | +7.0% | -14.8% | -10.3% |
| 6M | +3.4% | +20.5% | -17.1% | -4.2% |
| YTD | -12.2% | +33.1% | -45.3% | -21.8% |
| 1Y | -1.6% | +67.1% | -68.7% | -18.7% |
| 3Y | +157.8% | +41.9% | +115.9% | +107.2% |
| 5Y | +61.9% | +21.1% | +40.8% | +31.5% |
| 10Y | +180.0% | +518.8% | -338.8% | +40.1% |
| All | +299.1% | +574.8% | -275.6% | +92.2% |
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 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