+3,083.1%
FTNT vs SYF
+340.9%
+2,742.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | -5.8% | +2.4% | -8.2% | -6.6% |
| 30D | -4.8% | +0.8% | -5.6% | -5.1% |
| 3M | +4.4% | +13.4% | -9.0% | 0.0% |
| 6M | +88.8% | +16.3% | +72.4% | +78.5% |
| YTD | +96.8% | -3.0% | +99.8% | +96.2% |
| 1Y | +104.5% | +5.7% | +98.7% | +97.8% |
| 3Y | +156.8% | +160.1% | -3.3% | +81.0% |
| 5Y | +144.1% | +88.5% | +55.5% | +85.2% |
| 10Y | +2,021.8% | +263.1% | +1,758.7% | +1,062.9% |
| All | +3,083.1% | +340.9% | +2,742.2% | +1,547.8% |
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