+250.1%
SYF vs IFF
-20.3%
+270.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.3% | +1.0% |
| 7D | -4.9% | -3.2% | -1.7% | -3.4% |
| 30D | -4.3% | -0.3% | -4.0% | -4.2% |
| 3M | +5.5% | +8.4% | -2.9% | +0.9% |
| 6M | +17.5% | +23.0% | -5.5% | +4.3% |
| YTD | -7.8% | +25.5% | -33.2% | -19.6% |
| 1Y | +1.6% | +29.1% | -27.4% | -13.0% |
| 3Y | +154.8% | +31.7% | +123.2% | +105.0% |
| 5Y | +79.5% | -35.2% | +114.7% | +107.6% |
| All | +250.1% | -20.3% | +270.4% | +251.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 10y: compounded portfolio wealth divided by compounded IFF 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…
10y analysis · Full analysis span regression · 6 months rolling