-99.2%
FCEL vs SYF
+255.8%
-354.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.5% | -3.4% | -4.3% |
| 7D | +6.3% | -5.5% | +11.8% | +10.2% |
| 30D | -18.8% | -3.9% | -14.9% | -16.6% |
| 3M | -3.8% | +8.9% | -12.7% | -8.7% |
| 6M | +121.1% | +16.2% | +104.9% | +101.1% |
| YTD | +113.3% | -8.4% | +121.7% | +124.5% |
| 1Y | +173.5% | +2.6% | +170.9% | +170.1% |
| 3Y | -63.9% | +156.4% | -220.3% | -81.2% |
| 5Y | -90.7% | +78.2% | -168.9% | -94.0% |
| All | -99.2% | +255.8% | -354.9% | -99.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling