+4.1%
SYF vs FTI
+57.1%
-53.0%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.4% | +3.2% | -0.4% |
| 7D | -0.4% | -9.7% | +9.2% | -1.0% |
| 30D | +4.4% | -8.2% | +12.6% | +3.9% |
| 3M | -4.7% | -7.8% | +3.1% | -4.7% |
| 6M | +1.9% | -13.4% | +15.3% | +2.3% |
| YTD | -8.9% | +45.1% | -54.0% | -20.5% |
| 1Y | +4.1% | +54.6% | -50.5% | -13.0% |
| All | +4.1% | +57.1% | -53.0% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 1y: compounded portfolio wealth divided by compounded FTI 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…
1y analysis · Full analysis span regression · 6 months rolling