+42.4%
FCEL vs SYF
+4.2%
+38.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.2% | -5.8% | -5.8% |
| 7D | -14.9% | -0.4% | -14.4% | -14.8% |
| 30D | -41.7% | +4.4% | -46.1% | -43.8% |
| 3M | -53.2% | -4.7% | -48.4% | -51.3% |
| 6M | -19.0% | +1.9% | -21.0% | -20.7% |
| YTD | +44.2% | -8.9% | +53.1% | +46.0% |
| 1Y | +42.4% | +4.1% | +38.4% | +13.4% |
| All | +42.4% | +4.2% | +38.2% | +13.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling