+297.1%
SYF vs FLR
-25.5%
+322.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.2% |
| 7D | -3.3% | +10.1% | -13.3% | -6.2% |
| 30D | -2.2% | -0.5% | -1.7% | -2.5% |
| 3M | -9.3% | -4.8% | -4.5% | -8.6% |
| 6M | +2.1% | +10.7% | -8.7% | -3.2% |
| YTD | -12.6% | +25.0% | -37.6% | -21.2% |
| 1Y | -3.4% | +8.3% | -11.7% | -9.1% |
| 3Y | +156.5% | +36.8% | +119.7% | +115.3% |
| 5Y | +59.6% | +121.8% | -62.2% | +12.2% |
| 10Y | +178.6% | +9.2% | +169.5% | +86.0% |
| All | +297.1% | -25.5% | +322.7% | +177.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling