+66.5%
SYF vs FHN
+56.9%
+9.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -2.1% | -1.0% | -1.1% | -1.6% |
| 30D | +2.5% | +0.2% | +2.3% | +2.4% |
| 3M | -6.3% | -9.0% | +2.7% | -1.6% |
| 6M | -1.5% | -6.8% | +5.4% | +2.3% |
| YTD | -10.5% | -1.5% | -9.0% | -9.6% |
| 1Y | +1.5% | +10.9% | -9.4% | -3.3% |
| 3Y | +163.3% | +119.4% | +43.9% | +98.2% |
| All | +66.5% | +56.9% | +9.6% | +30.8% |
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 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