-58.9%
FCEL vs SYF
+170.1%
-229.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -1.6% | +20.4% | +19.8% |
| 7D | +4.0% | +2.6% | +1.4% | +1.8% |
| 30D | -13.1% | 0.0% | -13.1% | -13.0% |
| 3M | +14.6% | +11.9% | +2.7% | +7.4% |
| 6M | +133.7% | +18.9% | +114.8% | +110.0% |
| YTD | +143.0% | -4.6% | +147.5% | +147.3% |
| 1Y | +320.9% | +6.4% | +314.5% | +303.8% |
| 3Y | -58.9% | +167.2% | -226.1% | -82.4% |
| All | -58.9% | +170.1% | -229.0% | -82.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling