+91.0%
EEM vs SYF
+170.1%
-79.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.5% |
| 7D | +3.1% | +2.6% | +0.5% | +2.6% |
| 30D | +4.9% | 0.0% | +4.8% | +4.8% |
| 3M | +5.2% | +11.9% | -6.7% | +2.8% |
| 6M | +20.7% | +18.9% | +1.8% | +16.7% |
| YTD | +26.5% | -4.6% | +31.1% | +26.5% |
| 1Y | +37.8% | +6.4% | +31.5% | +35.0% |
| 3Y | +91.0% | +167.2% | -76.2% | +52.9% |
| All | +91.0% | +170.1% | -79.1% | +52.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling