+351.3%
FERG vs SYF
+258.4%
+92.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.6% |
| 7D | -2.6% | -4.9% | +2.3% | -1.6% |
| 30D | -8.9% | -4.3% | -4.6% | -8.1% |
| 3M | -2.0% | +5.5% | -7.6% | -3.2% |
| 6M | -3.2% | +17.5% | -20.7% | -6.2% |
| YTD | +1.5% | -7.8% | +9.3% | +2.6% |
| 1Y | +0.5% | +1.6% | -1.2% | -0.3% |
| 3Y | +50.4% | +154.8% | -104.4% | +28.1% |
| 5Y | +68.7% | +79.5% | -10.8% | +46.3% |
| All | +351.3% | +258.4% | +92.9% | +258.0% |
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