+248.1%
SYF vs FCUV
-87.2%
+335.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -13.7% | +13.7% | +0.1% |
| 7D | +2.4% | +62.8% | -60.4% | +2.2% |
| 30D | +0.8% | +66.5% | -65.7% | +0.6% |
| 3M | +13.4% | +459.9% | -446.5% | +11.4% |
| 6M | +16.3% | -12.4% | +28.7% | +15.0% |
| YTD | -3.0% | -47.5% | +44.5% | -4.0% |
| 1Y | +5.7% | -80.5% | +86.2% | +5.0% |
| 3Y | +160.1% | -97.6% | +257.7% | +158.4% |
| 5Y | +88.5% | -99.5% | +188.1% | +87.8% |
| 10Y | +263.1% | -95.8% | +358.8% | +254.5% |
| All | +248.1% | -87.2% | +335.4% | +242.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling