+87.7%
FCX vs SYF
+297.3%
-209.7%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.1% | -1.2% | -2.0% |
| 7D | -2.4% | -4.2% | +1.8% | +0.2% |
| 30D | -18.0% | -1.1% | -16.9% | -17.5% |
| 3M | -14.3% | -7.9% | -6.4% | -10.4% |
| 6M | -1.7% | -1.1% | -0.6% | -2.2% |
| YTD | +19.8% | -12.6% | +32.4% | +26.8% |
| 1Y | +48.6% | -2.4% | +51.0% | +47.2% |
| 3Y | +85.8% | +156.6% | -70.8% | -4.9% |
| 5Y | +72.2% | +61.9% | +10.3% | +13.1% |
| 10Y | +386.3% | +186.5% | +199.8% | +96.0% |
| All | +87.7% | +297.3% | -209.7% | -34.8% |
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