+81.7%
SYF vs FRSH
-72.0%
+153.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.9% | +3.3% | -0.6% |
| 7D | +2.6% | -10.1% | +12.7% | +4.8% |
| 30D | 0.0% | +2.2% | -2.2% | -0.7% |
| 3M | +11.9% | +28.6% | -16.7% | +5.6% |
| 6M | +18.9% | +40.2% | -21.3% | +9.4% |
| YTD | -4.6% | -1.2% | -3.4% | -6.2% |
| 1Y | +6.4% | -7.9% | +14.3% | +6.0% |
| 3Y | +167.2% | -44.7% | +211.9% | +185.0% |
| All | +81.7% | -72.0% | +153.8% | +73.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling