+165.8%
SYF vs FTV
+37.0%
+128.8%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.4% | -2.5% |
| 7D | -4.3% | +0.4% | -4.6% | -4.7% |
| 30D | +1.0% | +17.2% | -16.2% | -9.7% |
| 3M | -6.4% | +8.9% | -15.3% | -12.2% |
| 6M | +1.0% | +11.3% | -10.3% | -7.0% |
| YTD | -10.7% | +21.9% | -32.7% | -24.3% |
| 1Y | +1.8% | +31.6% | -29.8% | -19.1% |
| 3Y | +165.8% | +38.1% | +127.8% | +100.0% |
| All | +165.8% | +37.0% | +128.8% | +100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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