+265.4%
SYF vs FTV
+127.5%
+138.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | -3.6% | -0.7% | -2.9% | -3.2% |
| 30D | -1.7% | +18.3% | -20.1% | -14.7% |
| 3M | -7.8% | +10.2% | -18.0% | -15.5% |
| 6M | +3.4% | +12.8% | -9.4% | -7.6% |
| YTD | -12.2% | +23.4% | -35.6% | -28.3% |
| 1Y | -1.6% | +31.4% | -33.0% | -23.9% |
| 3Y | +157.8% | +38.7% | +119.1% | +88.0% |
| 5Y | +61.9% | +18.6% | +43.3% | +32.7% |
| 10Y | +180.0% | +110.1% | +69.9% | +50.8% |
| All | +265.4% | +127.5% | +138.0% | +89.1% |
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