+531.6%
FICO vs SYF
+218.0%
+313.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.7% | +3.4% | +3.0% |
| 7D | -0.1% | -4.7% | +4.6% | +1.8% |
| 30D | +8.4% | +0.6% | +7.8% | +8.1% |
| 3M | -30.5% | -6.8% | -23.7% | -28.7% |
| 6M | -35.7% | +0.5% | -36.3% | -36.5% |
| YTD | -57.2% | -11.1% | -46.0% | -55.9% |
| 1Y | -58.4% | +1.3% | -59.7% | -59.3% |
| 3Y | -24.8% | +164.6% | -189.5% | -52.2% |
| 5Y | +79.3% | +65.2% | +14.1% | +32.6% |
| 10Y | +531.6% | +204.6% | +327.1% | +225.2% |
| All | +531.6% | +218.0% | +313.7% | +225.2% |
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