+340.9%
SYF vs FE
+147.5%
+193.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | +2.4% | +1.9% | +0.5% | +1.7% |
| 30D | +0.8% | -1.2% | +2.0% | +1.2% |
| 3M | +13.4% | +3.5% | +9.9% | +11.7% |
| 6M | +16.3% | -6.1% | +22.4% | +18.7% |
| YTD | -3.0% | +7.6% | -10.6% | -6.4% |
| 1Y | +5.7% | +11.9% | -6.2% | +0.2% |
| 3Y | +160.1% | +48.4% | +111.7% | +114.8% |
| 5Y | +88.5% | +44.8% | +43.7% | +55.8% |
| 10Y | +263.1% | +115.9% | +147.2% | +185.4% |
| All | +340.9% | +147.5% | +193.4% | +231.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling