+206.8%
SYF vs FE
+107.2%
+99.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -2.1% | 0.0% | -2.1% | -2.1% |
| 30D | +2.5% | +5.2% | -2.7% | +0.3% |
| 3M | -6.3% | 0.0% | -6.2% | -6.3% |
| 6M | -1.5% | +5.0% | -6.5% | -3.8% |
| YTD | -10.5% | +7.9% | -18.4% | -14.1% |
| 1Y | +1.5% | +6.3% | -4.8% | -2.1% |
| 3Y | +163.3% | +46.0% | +117.3% | +114.2% |
| 5Y | +66.8% | +45.6% | +21.1% | +33.8% |
| All | +206.8% | +107.2% | +99.6% | +143.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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