+305.8%
SYF vs FHN
+187.8%
+118.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -2.1% |
| 7D | -4.3% | -0.5% | -3.8% | -4.0% |
| 30D | +1.0% | +1.9% | -0.9% | -0.3% |
| 3M | -6.4% | -6.9% | +0.5% | -2.0% |
| 6M | +1.0% | -3.1% | +4.1% | +3.1% |
| YTD | -10.7% | +0.6% | -11.3% | -11.1% |
| 1Y | +1.8% | +12.4% | -10.6% | -5.7% |
| 3Y | +165.8% | +133.7% | +32.1% | +56.2% |
| 5Y | +65.9% | +61.4% | +4.6% | +5.9% |
| 10Y | +206.0% | +97.9% | +108.1% | +51.7% |
| All | +305.8% | +187.8% | +118.0% | +69.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling