+159.4%
SYF vs FRSH
-46.2%
+205.6%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.3% |
| 7D | -1.3% | -9.6% | +8.2% | +1.0% |
| 30D | -1.1% | -0.4% | -0.7% | -1.3% |
| 3M | +7.4% | +27.2% | -19.8% | +0.5% |
| 6M | +16.2% | +42.2% | -26.0% | +4.8% |
| YTD | -6.1% | -2.6% | -3.5% | -7.2% |
| 1Y | +3.4% | -10.2% | +13.5% | +4.2% |
| All | +159.4% | -46.2% | +205.6% | +171.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling