+613.6%
FCX vs SYF
+255.8%
+357.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.5% | -4.1% | -5.1% |
| 7D | -1.9% | -5.5% | +3.7% | +1.5% |
| 30D | +3.4% | -3.9% | +7.3% | +5.7% |
| 3M | +15.0% | +8.9% | +6.1% | +8.8% |
| 6M | +14.6% | +16.2% | -1.6% | +4.5% |
| YTD | +41.2% | -8.4% | +49.7% | +45.8% |
| 1Y | +60.4% | +2.6% | +57.8% | +54.2% |
| 3Y | +88.4% | +156.4% | -67.9% | -3.0% |
| 5Y | +115.0% | +78.2% | +36.9% | +33.5% |
| All | +613.6% | +255.8% | +357.8% | +143.2% |
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