+306.8%
SYF vs FE
+145.7%
+161.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | +0.1% |
| 7D | -2.1% | -1.0% | -1.1% | -1.7% |
| 30D | +2.5% | +4.1% | -1.6% | +0.9% |
| 3M | -6.3% | -1.0% | -5.3% | -6.0% |
| 6M | -1.5% | +4.0% | -5.5% | -3.2% |
| YTD | -10.5% | +6.8% | -17.3% | -13.4% |
| 1Y | +1.5% | +5.3% | -3.8% | -1.3% |
| 3Y | +163.3% | +44.6% | +118.7% | +120.2% |
| 5Y | +66.8% | +44.2% | +22.5% | +38.1% |
| 10Y | +228.5% | +107.3% | +121.2% | +160.6% |
| All | +306.8% | +145.7% | +161.1% | +206.9% |
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