-99.9%
FCEL vs SYF
+305.8%
-405.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.7% | +9.3% | +9.1% |
| 7D | +3.0% | -4.3% | +7.3% | +5.8% |
| 30D | -40.0% | +1.0% | -41.0% | -40.5% |
| 3M | -47.0% | -6.4% | -40.6% | -44.9% |
| 6M | -21.0% | +1.0% | -22.0% | -21.4% |
| YTD | +48.0% | -10.7% | +58.8% | +57.5% |
| 1Y | +43.9% | +1.8% | +42.1% | +41.6% |
| 3Y | -67.5% | +165.8% | -233.4% | -83.0% |
| 5Y | -96.7% | +65.9% | -162.6% | -97.7% |
| 10Y | -99.0% | +206.0% | -305.0% | -99.5% |
| All | -99.9% | +305.8% | -405.7% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling