+373.5%
FCX vs SYF
+178.4%
+195.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.5% |
| 7D | -0.3% | -2.0% | +1.7% | +0.9% |
| 30D | -14.7% | +1.2% | -15.9% | -15.4% |
| 3M | -11.2% | -9.4% | -1.8% | -6.3% |
| 6M | -11.4% | +4.4% | -15.8% | -14.4% |
| YTD | +17.7% | -11.9% | +29.6% | +24.0% |
| 1Y | +47.5% | -0.4% | +47.9% | +44.4% |
| 3Y | +83.9% | +159.6% | -75.7% | -5.9% |
| 5Y | +54.0% | +60.9% | -6.9% | +2.1% |
| All | +373.5% | +178.4% | +195.1% | +102.6% |
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