+303.7%
SYF vs FTV
+90.8%
+212.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.9% |
| 7D | +2.4% | -4.5% | +6.9% | +6.3% |
| 30D | +0.8% | -7.1% | +7.9% | +6.9% |
| 3M | +13.4% | -7.2% | +20.6% | +19.8% |
| 6M | +16.3% | -1.5% | +17.8% | +16.4% |
| YTD | -3.0% | +3.5% | -6.5% | -8.0% |
| 1Y | +5.7% | +20.3% | -14.6% | -12.3% |
| 3Y | +160.1% | -3.1% | +163.2% | +156.4% |
| 5Y | +88.5% | +2.3% | +86.2% | +74.8% |
| 10Y | +263.1% | +76.3% | +186.8% | +128.3% |
| All | +303.7% | +90.8% | +212.9% | +142.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling