+91.3%
SYF vs FN
+289.0%
-197.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -3.1% | -0.5% |
| 7D | +2.4% | -1.7% | +4.1% | +2.7% |
| 30D | +0.8% | -22.0% | +22.8% | +4.8% |
| 3M | +13.4% | -43.0% | +56.4% | +23.9% |
| 6M | +16.3% | -27.7% | +44.1% | +18.4% |
| YTD | -3.0% | -10.5% | +7.5% | -7.6% |
| 1Y | +5.7% | +12.5% | -6.8% | -6.1% |
| 3Y | +160.1% | +153.8% | +6.3% | +74.0% |
| All | +91.3% | +289.0% | -197.7% | +5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling