+333.7%
SYF vs IFF
+10.4%
+323.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.2% |
| 7D | +2.6% | -0.2% | +2.8% | +2.7% |
| 30D | 0.0% | -0.3% | +0.4% | +0.1% |
| 3M | +11.9% | +18.6% | -6.6% | +2.9% |
| 6M | +18.9% | +17.4% | +1.5% | +8.4% |
| YTD | -4.6% | +28.5% | -33.1% | -17.3% |
| 1Y | +6.4% | +32.5% | -26.2% | -9.6% |
| 3Y | +167.2% | +34.1% | +133.1% | +115.7% |
| 5Y | +92.3% | -35.2% | +127.5% | +120.3% |
| 10Y | +263.2% | -21.1% | +284.3% | +254.6% |
| All | +333.7% | +10.4% | +323.3% | +277.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling