+16.3%
SYF vs FTI
+19.8%
-3.5%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | 0.0% |
| 7D | +2.4% | +5.3% | -2.9% | +3.5% |
| 30D | +0.8% | +15.3% | -14.5% | +3.9% |
| 3M | +13.4% | +15.8% | -2.4% | +16.9% |
| 6M | +16.3% | +22.6% | -6.2% | +16.3% |
| All | +16.3% | +19.8% | -3.5% | +16.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling