+247.6%
SYF vs FCUV
-98.6%
+346.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -2.9% | -2.5% |
| 7D | -5.5% | -72.0% | +66.4% | -5.2% |
| 30D | -3.9% | -8.0% | +4.1% | -4.0% |
| 3M | +8.9% | +66.3% | -57.3% | +7.0% |
| 6M | +16.2% | -75.3% | +91.5% | +15.1% |
| YTD | -8.4% | -83.0% | +74.5% | -9.2% |
| 1Y | +2.6% | -94.7% | +97.3% | +2.2% |
| 3Y | +156.4% | -99.3% | +255.6% | +155.2% |
| 5Y | +78.2% | -99.9% | +178.0% | +77.9% |
| All | +247.6% | -98.6% | +346.2% | +226.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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