+172.8%
SYF vs FND
+61.4%
+111.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.4% | +3.9% | +1.1% |
| 7D | -3.3% | -5.1% | +1.9% | -1.5% |
| 30D | -2.2% | +9.2% | -11.4% | -5.8% |
| 3M | -9.3% | -17.7% | +8.3% | -3.7% |
| 6M | +2.1% | +2.5% | -0.4% | -1.1% |
| YTD | -12.6% | -19.8% | +7.2% | -8.8% |
| 1Y | -3.4% | -22.7% | +19.2% | +2.0% |
| 3Y | +156.5% | -38.3% | +194.8% | +179.4% |
| 5Y | +59.6% | -63.0% | +122.5% | +98.1% |
| All | +172.8% | +61.4% | +111.4% | +101.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling