+250.1%
SYF vs FWONK
+340.2%
-90.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.6% | +0.7% |
| 7D | -4.9% | +0.1% | -5.0% | -5.0% |
| 30D | -4.3% | -7.7% | +3.4% | -0.6% |
| 3M | +5.5% | +5.7% | -0.2% | +2.3% |
| 6M | +17.5% | +13.5% | +4.0% | +9.4% |
| YTD | -7.8% | -3.0% | -4.8% | -7.8% |
| 1Y | +1.6% | -6.4% | +8.1% | +3.2% |
| 3Y | +154.8% | +43.8% | +111.0% | +103.2% |
| 5Y | +79.5% | +98.6% | -19.1% | +17.0% |
| All | +250.1% | +340.2% | -90.1% | +77.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 10y: compounded portfolio wealth divided by compounded FWONK 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…
10y analysis · Full analysis span regression · 6 months rolling