-1.6%
SYF vs FN
-19.6%
+18.0%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.9% | -5.4% | +0.3% |
| 7D | -3.6% | +8.0% | -11.6% | -3.9% |
| 30D | -1.7% | -19.1% | +17.4% | -0.9% |
| 3M | -7.8% | -29.8% | +22.0% | -6.7% |
| 6M | +3.4% | -43.2% | +46.6% | +5.0% |
| YTD | -12.2% | -18.9% | +6.7% | -13.4% |
| 1Y | -1.6% | -17.9% | +16.3% | -3.1% |
| All | -1.6% | -19.6% | +18.0% | -3.1% |
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