-99.1%
FCEL vs SYF
+176.2%
-275.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.5% | -5.9% | -6.1% |
| 7D | +14.8% | -3.3% | +18.0% | +17.3% |
| 30D | -33.9% | -2.2% | -31.7% | -32.9% |
| 3M | -52.7% | -9.3% | -43.4% | -49.7% |
| 6M | -40.0% | +2.1% | -42.1% | -40.4% |
| YTD | +40.2% | -12.6% | +52.9% | +51.7% |
| 1Y | +32.9% | -3.4% | +36.4% | +35.2% |
| 3Y | -66.8% | +156.5% | -223.3% | -82.9% |
| 5Y | -97.0% | +59.6% | -156.5% | -97.9% |
| All | -99.1% | +176.2% | -275.3% | -99.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling