+186.5%
SYF vs FE
+110.9%
+75.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -2.9% | -2.8% |
| 7D | -4.2% | -0.5% | -3.7% | -4.0% |
| 30D | -1.1% | +4.3% | -5.4% | -2.9% |
| 3M | -7.9% | +0.4% | -8.3% | -8.1% |
| 6M | -1.1% | +6.9% | -8.0% | -4.2% |
| YTD | -12.6% | +8.0% | -20.6% | -16.2% |
| 1Y | -2.4% | +4.8% | -7.2% | -5.3% |
| 3Y | +156.6% | +49.0% | +107.7% | +106.1% |
| 5Y | +61.9% | +46.2% | +15.7% | +29.3% |
| 10Y | +186.5% | +120.9% | +65.6% | +128.8% |
| All | +186.5% | +110.9% | +75.6% | +128.8% |
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