+1.5%
SYF vs FN
-33.3%
+34.8%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +11.7% | -12.1% | -0.8% |
| 7D | -2.1% | 0.0% | -2.1% | -2.2% |
| 30D | +2.5% | -34.3% | +36.8% | +4.2% |
| 3M | -6.3% | -39.9% | +33.6% | -4.6% |
| 6M | -1.5% | -51.8% | +50.4% | +0.9% |
| YTD | -10.5% | -28.1% | +17.6% | -11.5% |
| 1Y | +1.5% | -29.1% | +30.6% | +0.7% |
| All | +1.5% | -33.3% | +34.8% | +0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling