+125.8%
FCX vs SYF
+340.9%
-215.1%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -4.9% | +2.4% | -7.3% | -6.2% |
| 30D | +4.8% | +0.8% | +4.0% | +4.2% |
| 3M | +4.6% | +13.4% | -8.8% | -3.4% |
| 6M | +10.8% | +16.3% | -5.5% | +0.9% |
| YTD | +44.2% | -3.0% | +47.2% | +43.9% |
| 1Y | +59.6% | +5.7% | +53.9% | +50.5% |
| 3Y | +82.2% | +160.1% | -77.9% | -7.2% |
| 5Y | +115.6% | +88.5% | +27.1% | +29.0% |
| 10Y | +670.6% | +263.1% | +407.5% | +168.1% |
| All | +125.8% | +340.9% | -215.1% | -26.1% |
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