+170.6%
SYF vs FN
+700.1%
-529.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.3% | +8.1% | +2.4% |
| 7D | -2.0% | +0.3% | -2.3% | -2.4% |
| 30D | +1.2% | -16.5% | +17.7% | +3.7% |
| 3M | -9.4% | -42.1% | +32.7% | -0.1% |
| 6M | +4.4% | -52.9% | +57.3% | +18.3% |
| YTD | -11.9% | -28.0% | +16.0% | -14.3% |
| 1Y | -0.4% | -18.5% | +18.1% | -7.0% |
| 3Y | +159.6% | +93.9% | +65.7% | +72.0% |
| 5Y | +60.9% | +170.5% | -109.6% | -9.1% |
| All | +170.6% | +700.1% | -529.6% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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