+202.9%
SYF vs FND
+66.0%
+136.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.5% |
| 7D | +2.4% | -5.2% | +7.6% | +4.3% |
| 30D | +0.8% | -19.9% | +20.7% | +8.9% |
| 3M | +13.4% | +2.7% | +10.7% | +11.0% |
| 6M | +16.3% | -21.7% | +38.0% | +24.7% |
| YTD | -3.0% | -17.5% | +14.5% | +1.1% |
| 1Y | +5.7% | -39.3% | +45.0% | +22.6% |
| 3Y | +160.1% | -49.8% | +209.9% | +208.2% |
| 5Y | +88.5% | -60.1% | +148.6% | +128.1% |
| All | +202.9% | +66.0% | +136.9% | +122.9% |
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