+91.3%
SYF vs FHN
+86.2%
+5.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +2.4% | +1.2% | +1.2% | +1.8% |
| 30D | +0.8% | -4.7% | +5.5% | +3.3% |
| 3M | +13.4% | +3.5% | +9.9% | +11.4% |
| 6M | +16.3% | +7.8% | +8.5% | +12.0% |
| YTD | -3.0% | +5.9% | -8.9% | -5.7% |
| 1Y | +5.7% | +12.5% | -6.8% | -0.5% |
| 3Y | +160.1% | +117.2% | +42.9% | +91.3% |
| All | +91.3% | +86.2% | +5.1% | +32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling