+4.1%
SYF vs FLR
+2.5%
+1.5%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.1% |
| 7D | -0.4% | +1.4% | -1.8% | -0.7% |
| 30D | +4.4% | -5.9% | +10.3% | +5.5% |
| 3M | -4.7% | -7.6% | +2.9% | -3.7% |
| 6M | +1.9% | -9.3% | +11.2% | +2.6% |
| YTD | -8.9% | +20.1% | -29.1% | -16.3% |
| 1Y | +4.1% | +3.0% | +1.1% | +0.4% |
| All | +4.1% | +2.5% | +1.5% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 1y: compounded portfolio wealth divided by compounded FLR 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…
1y analysis · Full analysis span regression · 6 months rolling