+4.4%
FICO vs SYF
+164.6%
-160.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +0.1% | -16.8% | -16.7% |
| 7D | -19.2% | +2.4% | -21.6% | -19.7% |
| 30D | -14.6% | +0.8% | -15.4% | -14.9% |
| 3M | -20.1% | +13.4% | -33.5% | -23.6% |
| 6M | -36.3% | +16.3% | -52.7% | -39.7% |
| YTD | -44.9% | -3.0% | -41.8% | -45.0% |
| 1Y | -38.6% | +5.7% | -44.3% | -40.5% |
| All | +4.4% | +164.6% | -160.1% | -23.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling