+218.5%
SYF vs FN
+753.0%
-534.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +11.7% | -12.1% | -3.1% |
| 7D | -2.1% | 0.0% | -2.1% | -3.0% |
| 30D | +2.5% | -34.3% | +36.8% | +11.3% |
| 3M | -6.3% | -39.9% | +33.6% | +2.6% |
| 6M | -1.5% | -51.8% | +50.4% | +11.0% |
| YTD | -10.5% | -28.1% | +17.6% | -12.5% |
| 1Y | +1.5% | -29.1% | +30.6% | -1.2% |
| 3Y | +163.3% | +102.4% | +60.8% | +72.9% |
| 5Y | +66.8% | +171.7% | -104.9% | -5.4% |
| All | +218.5% | +753.0% | -534.6% | +33.7% |
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