+75.6%
SYF vs FRSH
-72.5%
+148.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.6% | +0.7% |
| 7D | -4.9% | -6.6% | +1.7% | -3.6% |
| 30D | -4.3% | +2.1% | -6.4% | -5.0% |
| 3M | +5.5% | +29.0% | -23.4% | -0.5% |
| 6M | +17.5% | +48.6% | -31.1% | +6.8% |
| YTD | -7.8% | -2.9% | -4.8% | -9.0% |
| 1Y | +1.6% | -7.9% | +9.5% | +1.3% |
| 3Y | +154.8% | -46.5% | +201.3% | +173.5% |
| All | +75.6% | -72.5% | +148.2% | +67.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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