+167.2%
SYF vs FLR
+60.4%
+106.8%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.9% |
| 7D | +2.6% | +0.7% | +2.0% | +2.4% |
| 30D | 0.0% | -0.7% | +0.7% | 0.0% |
| 3M | +11.9% | +14.3% | -2.4% | +5.7% |
| 6M | +18.9% | +25.6% | -6.7% | +7.0% |
| YTD | -4.6% | +42.9% | -47.5% | -18.6% |
| 1Y | +6.4% | +38.7% | -32.4% | -9.1% |
| 3Y | +167.2% | +61.8% | +105.4% | +95.3% |
| All | +167.2% | +60.4% | +106.8% | +95.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling