+46.6%
EEM vs SYF
+89.2%
-42.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.2% |
| 7D | +2.0% | -1.3% | +3.3% | +2.3% |
| 30D | +5.1% | -1.1% | +6.2% | +5.3% |
| 3M | +4.6% | +7.4% | -2.8% | +2.6% |
| 6M | +17.8% | +16.2% | +1.6% | +13.5% |
| YTD | +25.8% | -6.1% | +31.9% | +26.5% |
| 1Y | +36.4% | +3.4% | +33.0% | +34.0% |
| 3Y | +90.0% | +162.9% | -72.9% | +43.9% |
| 5Y | +46.6% | +85.6% | -39.0% | +17.0% |
| All | +46.6% | +89.2% | -42.7% | +17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling