-99.1%
FCEL vs SYF
+264.8%
-363.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.6% | -5.1% | -5.7% |
| 7D | +15.1% | -1.3% | +16.4% | +15.9% |
| 30D | -16.4% | -1.1% | -15.4% | -15.8% |
| 3M | -5.3% | +7.4% | -12.7% | -9.2% |
| 6M | +124.5% | +16.2% | +108.3% | +104.1% |
| YTD | +126.7% | -6.1% | +132.8% | +134.6% |
| 1Y | +219.9% | +3.4% | +216.5% | +213.7% |
| 3Y | -61.6% | +162.9% | -224.5% | -80.4% |
| 5Y | -90.5% | +85.6% | -176.1% | -94.0% |
| All | -99.1% | +264.8% | -363.9% | -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