+340.9%
SYF vs FN
+2,076.3%
-1,735.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -3.1% | -0.6% |
| 7D | +2.4% | -1.7% | +4.1% | +2.8% |
| 30D | +0.8% | -22.0% | +22.8% | +5.6% |
| 3M | +13.4% | -43.0% | +56.4% | +25.7% |
| 6M | +16.3% | -27.7% | +44.1% | +19.0% |
| YTD | -3.0% | -10.5% | +7.5% | -7.6% |
| 1Y | +5.7% | +12.5% | -6.8% | -6.3% |
| 3Y | +160.1% | +153.8% | +6.3% | +72.5% |
| 5Y | +88.5% | +288.0% | -199.5% | +6.3% |
| 10Y | +263.1% | +906.4% | -643.4% | +61.1% |
| All | +340.9% | +2,076.3% | -1,735.4% | +73.5% |
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