+174.2%
SYF vs FND
+68.8%
+105.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.2% | +0.7% |
| 7D | -3.6% | -4.4% | +0.8% | -2.1% |
| 30D | -1.7% | +14.5% | -16.2% | -7.0% |
| 3M | -7.8% | -15.6% | +7.8% | -2.9% |
| 6M | +3.4% | +4.7% | -1.3% | -0.5% |
| YTD | -12.2% | -16.1% | +3.9% | -9.8% |
| 1Y | -1.6% | -16.0% | +14.4% | +0.9% |
| 3Y | +157.8% | -35.5% | +193.3% | +176.4% |
| 5Y | +61.9% | -60.5% | +122.4% | +96.3% |
| All | +174.2% | +68.8% | +105.4% | +99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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