+262.7%
SYF vs FTI
+297.7%
-34.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.4% |
| 7D | -1.3% | -2.3% | +1.0% | -0.4% |
| 30D | -1.1% | +5.0% | -6.1% | -3.0% |
| 3M | +7.4% | +13.8% | -6.4% | +1.1% |
| 6M | +16.2% | +22.9% | -6.7% | +5.2% |
| YTD | -6.1% | +75.0% | -81.1% | -26.3% |
| 1Y | +3.4% | +96.9% | -93.5% | -23.1% |
| 3Y | +162.9% | +276.7% | -113.9% | +47.0% |
| 5Y | +85.6% | +1,157.0% | -1,071.4% | -41.7% |
| 10Y | +262.7% | +310.7% | -47.9% | +28.6% |
| All | +262.7% | +297.7% | -34.9% | +28.6% |
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