+81.7%
EEM vs SYF
+297.1%
-215.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.3% |
| 7D | +5.3% | -3.3% | +8.6% | +6.2% |
| 30D | -7.0% | -2.2% | -4.8% | -6.5% |
| 3M | -8.0% | -9.3% | +1.3% | -5.8% |
| 6M | -6.6% | +2.1% | -8.7% | -7.6% |
| YTD | +12.3% | -12.6% | +25.0% | +15.1% |
| 1Y | +12.2% | -3.4% | +15.6% | +11.9% |
| 3Y | +71.2% | +156.5% | -85.3% | +26.2% |
| 5Y | +32.2% | +59.6% | -27.3% | +8.0% |
| 10Y | +120.3% | +178.6% | -58.3% | +38.7% |
| All | +81.7% | +297.1% | -215.4% | +3.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling