+125.7%
EEM vs SYF
+255.8%
-130.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.3% | -1.5% |
| 7D | -0.7% | -5.5% | +4.8% | +0.7% |
| 30D | +2.4% | -3.9% | +6.3% | +3.4% |
| 3M | +4.2% | +8.9% | -4.8% | +1.6% |
| 6M | +14.8% | +16.2% | -1.4% | +10.0% |
| YTD | +23.1% | -8.4% | +31.5% | +24.8% |
| 1Y | +32.5% | +2.6% | +29.9% | +30.1% |
| 3Y | +85.9% | +156.4% | -70.5% | +37.9% |
| 5Y | +43.6% | +78.2% | -34.6% | +14.2% |
| All | +125.7% | +255.8% | -130.1% | +39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 SYF 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