+524.2%
FERG vs SYF
+300.4%
+223.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.5% |
| 7D | +9.7% | -2.0% | +11.8% | +10.1% |
| 30D | +15.0% | +1.2% | +13.8% | +14.8% |
| 3M | +3.8% | -9.4% | +13.1% | +5.5% |
| 6M | +10.6% | +4.4% | +6.2% | +9.5% |
| YTD | +17.0% | -11.9% | +28.9% | +19.1% |
| 1Y | +7.1% | -0.4% | +7.5% | +6.7% |
| 3Y | +67.7% | +159.6% | -91.8% | +43.5% |
| 5Y | +76.4% | +60.9% | +15.5% | +55.8% |
| 10Y | +424.2% | +180.9% | +243.3% | +340.2% |
| All | +524.2% | +300.4% | +223.8% | +387.0% |
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 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