+85.6%
SYF vs FTV
+1.8%
+83.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -0.7% |
| 7D | -1.3% | -1.3% | -0.1% | -0.4% |
| 30D | -1.1% | -9.5% | +8.4% | +6.5% |
| 3M | +7.4% | -10.9% | +18.3% | +16.6% |
| 6M | +16.2% | -0.6% | +16.8% | +15.5% |
| YTD | -6.1% | +1.4% | -7.5% | -9.2% |
| 1Y | +3.4% | +17.6% | -14.3% | -11.9% |
| 3Y | +162.9% | -3.3% | +166.1% | +159.5% |
| 5Y | +85.6% | -0.1% | +85.7% | +67.0% |
| All | +85.6% | +1.8% | +83.8% | +67.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling