+1,910.4%
FTNT vs SYF
+178.4%
+1,732.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -2.0% |
| 7D | +7.1% | -2.0% | +9.1% | +7.7% |
| 30D | -30.9% | +1.2% | -32.1% | -31.3% |
| 3M | -23.1% | -9.4% | -13.7% | -21.2% |
| 6M | +8.1% | +4.4% | +3.7% | +5.8% |
| YTD | +60.2% | -11.9% | +72.1% | +63.6% |
| 1Y | +57.0% | -0.4% | +57.4% | +54.3% |
| 3Y | +152.9% | +159.6% | -6.6% | +81.4% |
| 5Y | +85.9% | +60.9% | +25.0% | +48.9% |
| All | +1,910.4% | +178.4% | +1,732.0% | +1,236.6% |
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