+224.1%
FANG vs SYF
+326.7%
-102.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +2.3% |
| 7D | -0.4% | -1.3% | +0.9% | +0.3% |
| 30D | +2.4% | -1.1% | +3.5% | +2.7% |
| 3M | +4.9% | +7.4% | -2.5% | -0.9% |
| 6M | +12.0% | +16.2% | -4.2% | 0.0% |
| YTD | +37.1% | -6.1% | +43.2% | +35.6% |
| 1Y | +52.3% | +3.4% | +48.9% | +41.4% |
| 3Y | +45.0% | +162.9% | -117.9% | -25.9% |
| 5Y | +231.0% | +85.6% | +145.4% | +95.5% |
| 10Y | +177.5% | +262.7% | -85.3% | +10.6% |
| All | +224.1% | +326.7% | -102.6% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 SYF 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