-99.9%
FCEL vs SYF
+340.9%
-440.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | -15.8% | +2.4% | -18.2% | -17.3% |
| 30D | -29.3% | +0.8% | -30.1% | -29.5% |
| 3M | -30.1% | +13.4% | -43.5% | -35.0% |
| 6M | +74.4% | +16.3% | +58.1% | +59.4% |
| YTD | +104.5% | -3.0% | +107.5% | +107.5% |
| 1Y | +281.4% | +5.7% | +275.7% | +270.0% |
| 3Y | -66.1% | +160.1% | -226.2% | -82.0% |
| 5Y | -91.9% | +88.5% | -180.4% | -94.8% |
| 10Y | -99.2% | +263.1% | -362.3% | -99.7% |
| All | -99.9% | +340.9% | -440.8% | -99.9% |
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