+180.0%
SYF vs FTI
+180.1%
0.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | 0.0% |
| 7D | -3.6% | +1.4% | -5.0% | -4.1% |
| 30D | -1.7% | -6.3% | +4.5% | +0.1% |
| 3M | -7.8% | -13.1% | +5.3% | -3.5% |
| 6M | +3.4% | -8.0% | +11.4% | +4.5% |
| YTD | -12.2% | +47.1% | -59.3% | -26.9% |
| 1Y | -1.6% | +50.7% | -52.2% | -19.0% |
| 3Y | +157.8% | +209.0% | -51.2% | +55.0% |
| 5Y | +61.9% | +847.0% | -785.1% | -43.1% |
| 10Y | +180.0% | +184.3% | -4.3% | +8.4% |
| All | +180.0% | +180.1% | 0.0% | +8.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling