+545.7%
FICO vs SYF
+196.3%
+349.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.0% | +1.8% |
| 7D | +0.9% | -4.2% | +5.1% | +2.5% |
| 30D | +9.4% | -1.1% | +10.5% | +9.8% |
| 3M | -30.4% | -7.9% | -22.5% | -28.3% |
| 6M | -35.1% | -1.1% | -34.0% | -35.5% |
| YTD | -56.8% | -12.6% | -44.2% | -55.2% |
| 1Y | -58.4% | -2.4% | -56.0% | -58.8% |
| 3Y | -26.7% | +156.6% | -183.3% | -52.9% |
| 5Y | +88.0% | +61.9% | +26.1% | +40.1% |
| 10Y | +545.7% | +186.5% | +359.3% | +230.2% |
| All | +545.7% | +196.3% | +349.4% | +230.2% |
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