+180.0%
SYF vs FE
+120.9%
+59.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -3.6% | -0.4% | -3.2% | -3.4% |
| 30D | -1.7% | +3.6% | -5.3% | -3.2% |
| 3M | -7.8% | +0.3% | -8.1% | -8.0% |
| 6M | +3.4% | +6.4% | -3.0% | +0.4% |
| YTD | -12.2% | +8.1% | -20.3% | -15.9% |
| 1Y | -1.6% | +4.6% | -6.2% | -4.4% |
| 3Y | +157.8% | +49.1% | +108.7% | +106.9% |
| 5Y | +61.9% | +46.1% | +15.8% | +29.3% |
| 10Y | +180.0% | +122.7% | +57.3% | +123.4% |
| All | +180.0% | +120.9% | +59.1% | +123.4% |
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