+78.2%
SYF vs IFF
-36.2%
+114.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.4% |
| 7D | -5.5% | -2.8% | -2.7% | -4.6% |
| 30D | -3.9% | -1.1% | -2.7% | -3.5% |
| 3M | +8.9% | +13.8% | -4.9% | +3.8% |
| 6M | +16.2% | +16.7% | -0.5% | +8.8% |
| YTD | -8.4% | +26.1% | -34.6% | -17.1% |
| 1Y | +2.6% | +33.5% | -30.9% | -9.4% |
| 3Y | +156.4% | +31.6% | +124.8% | +116.4% |
| 5Y | +78.2% | -34.9% | +113.0% | +100.0% |
| All | +78.2% | -36.2% | +114.4% | +100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling