+93.3%
FCX vs SYF
+299.1%
-205.8%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.4% | +2.6% | +2.7% |
| 7D | -0.8% | -3.6% | +2.8% | +1.4% |
| 30D | -15.1% | -1.7% | -13.3% | -14.2% |
| 3M | -9.6% | -7.8% | -1.8% | -5.5% |
| 6M | -3.1% | +3.4% | -6.4% | -5.9% |
| YTD | +23.4% | -12.2% | +35.6% | +30.3% |
| 1Y | +52.7% | -1.6% | +54.2% | +50.5% |
| 3Y | +91.4% | +157.8% | -66.4% | -2.3% |
| 5Y | +62.7% | +61.9% | +0.9% | +6.9% |
| 10Y | +395.9% | +180.0% | +215.8% | +103.1% |
| All | +93.3% | +299.1% | -205.8% | -33.1% |
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