+308.6%
SYF vs FN
+1,465.0%
-1,156.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -14.2% | +13.0% | +1.8% |
| 7D | -3.8% | -16.0% | +12.2% | -0.8% |
| 30D | +2.6% | -40.1% | +42.8% | +13.4% |
| 3M | -6.5% | -43.9% | +37.4% | +3.5% |
| 6M | +0.8% | -55.6% | +56.5% | +15.0% |
| YTD | -10.1% | -35.7% | +25.5% | -9.5% |
| 1Y | +0.8% | -39.8% | +40.7% | +2.6% |
| 3Y | +158.8% | +80.3% | +78.6% | +82.5% |
| 5Y | +67.5% | +143.3% | -75.8% | +4.0% |
| 10Y | +230.0% | +682.3% | -452.3% | +53.4% |
| All | +308.6% | +1,465.0% | -1,156.4% | +70.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling