+247.6%
SYF vs FLR
+18.3%
+229.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.1% | -1.8% |
| 7D | -5.5% | -6.9% | +1.3% | -3.5% |
| 30D | -3.9% | +1.1% | -5.0% | -4.3% |
| 3M | +8.9% | +14.3% | -5.4% | +3.2% |
| 6M | +16.2% | +19.1% | -2.9% | +7.4% |
| YTD | -8.4% | +35.1% | -43.6% | -18.9% |
| 1Y | +2.6% | +29.5% | -26.9% | -8.4% |
| 3Y | +156.4% | +53.0% | +103.4% | +109.0% |
| 5Y | +78.2% | +238.9% | -160.8% | +10.5% |
| All | +247.6% | +18.3% | +229.3% | +115.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling