-99.0%
FCEL vs SYF
+189.2%
-288.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.4% | +6.1% | +6.2% |
| 7D | +3.9% | -3.6% | +7.5% | +6.4% |
| 30D | -33.1% | -1.7% | -31.4% | -32.4% |
| 3M | -43.0% | -7.8% | -35.2% | -40.0% |
| 6M | -31.3% | +3.4% | -34.7% | -32.3% |
| YTD | +49.8% | -12.2% | +62.0% | +61.5% |
| 1Y | +48.2% | -1.6% | +49.7% | +48.8% |
| 3Y | -64.6% | +157.8% | -222.3% | -81.7% |
| 5Y | -96.7% | +61.9% | -158.6% | -97.7% |
| 10Y | -99.0% | +180.0% | -279.0% | -99.6% |
| All | -99.0% | +189.2% | -288.2% | -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