+1,140.8%
FICO vs SYF
+308.6%
+832.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.4% |
| 7D | -0.3% | -3.8% | +3.5% | +1.2% |
| 30D | +1.7% | +2.6% | -0.9% | +0.7% |
| 3M | -35.2% | -6.5% | -28.7% | -33.6% |
| 6M | -33.7% | +0.8% | -34.5% | -34.5% |
| YTD | -58.2% | -10.1% | -48.0% | -57.1% |
| 1Y | -56.6% | +0.8% | -57.4% | -57.5% |
| 3Y | -24.0% | +158.8% | -182.8% | -50.7% |
| 5Y | +86.1% | +67.5% | +18.6% | +37.9% |
| 10Y | +522.8% | +230.0% | +292.8% | +200.6% |
| All | +1,140.8% | +308.6% | +832.1% | +465.1% |
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