+153.4%
FTNT vs SYF
+92.3%
+61.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.3% |
| 7D | -2.7% | +2.6% | -5.3% | -3.6% |
| 30D | -1.4% | 0.0% | -1.4% | -1.5% |
| 3M | +10.1% | +11.9% | -1.8% | +5.5% |
| 6M | +88.2% | +18.9% | +69.3% | +75.6% |
| YTD | +98.3% | -4.6% | +102.9% | +98.9% |
| 1Y | +96.0% | +6.4% | +89.6% | +88.4% |
| 3Y | +145.8% | +167.2% | -21.4% | +61.9% |
| All | +153.4% | +92.3% | +61.0% | +77.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling