+140.4%
EFA vs SYF
+255.8%
-115.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.6% | -0.2% |
| 7D | -2.4% | -5.5% | +3.2% | -0.9% |
| 30D | -2.2% | -3.9% | +1.6% | -1.3% |
| 3M | +5.7% | +8.9% | -3.2% | +3.0% |
| 6M | +8.2% | +16.2% | -8.0% | +3.5% |
| YTD | +11.8% | -8.4% | +20.2% | +13.3% |
| 1Y | +18.3% | +2.6% | +15.7% | +16.1% |
| 3Y | +64.9% | +156.4% | -91.4% | +21.3% |
| 5Y | +52.4% | +78.2% | -25.8% | +20.4% |
| All | +140.4% | +255.8% | -115.4% | +45.3% |
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