+157.6%
SYF vs FTI
+204.1%
-46.6%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.3% |
| 7D | -4.2% | -3.3% | -0.9% | -3.3% |
| 30D | -1.1% | -7.2% | +6.2% | +0.7% |
| 3M | -7.9% | -12.9% | +5.0% | -4.5% |
| 6M | -1.1% | -7.9% | +6.8% | -0.4% |
| YTD | -12.6% | +45.2% | -57.8% | -27.8% |
| 1Y | -2.4% | +48.1% | -50.4% | -20.2% |
| All | +157.6% | +204.1% | -46.6% | +58.7% |
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