+455.9%
FERG vs SYF
+340.9%
+115.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.2% | +2.3% |
| 7D | 0.0% | +2.4% | -2.4% | -0.5% |
| 30D | -10.2% | +0.8% | -11.0% | -10.3% |
| 3M | -0.6% | +13.4% | -14.0% | -2.9% |
| 6M | -6.5% | +16.3% | -22.9% | -9.2% |
| YTD | +4.2% | -3.0% | +7.2% | +4.3% |
| 1Y | -2.3% | +5.7% | -8.0% | -3.7% |
| 3Y | +48.5% | +160.1% | -111.6% | +26.4% |
| 5Y | +72.0% | +88.5% | -16.5% | +48.8% |
| 10Y | +369.9% | +263.1% | +106.8% | +280.8% |
| All | +455.9% | +340.9% | +115.0% | +326.5% |
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