+167.2%
SYF vs FTI
+284.3%
-117.1%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -1.0% |
| 7D | +2.6% | -0.2% | +2.8% | +2.7% |
| 30D | 0.0% | +12.3% | -12.3% | -3.6% |
| 3M | +11.9% | +13.8% | -1.8% | +6.6% |
| 6M | +18.9% | +24.3% | -5.4% | +8.3% |
| YTD | -4.6% | +75.8% | -80.4% | -24.4% |
| 1Y | +6.4% | +99.6% | -93.3% | -20.4% |
| 3Y | +167.2% | +278.4% | -111.3% | +58.8% |
| All | +167.2% | +284.3% | -117.1% | +58.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling