+168.4%
SYF vs FHN
+80.9%
+87.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.2% |
| 7D | -3.3% | +1.3% | -4.5% | -4.1% |
| 30D | -2.2% | +2.8% | -5.0% | -4.0% |
| 3M | -9.3% | -8.9% | -0.4% | -3.6% |
| 6M | +2.1% | -0.7% | +2.8% | +2.5% |
| YTD | -12.6% | +0.1% | -12.7% | -12.7% |
| 1Y | -3.4% | +10.4% | -13.9% | -9.6% |
| 3Y | +156.5% | +128.8% | +27.7% | +51.7% |
| 5Y | +59.6% | +61.5% | -1.9% | +0.8% |
| All | +168.4% | +80.9% | +87.5% | +34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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