+122.0%
EFA vs SYF
+300.4%
-178.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.7% | -0.1% |
| 7D | +2.2% | -2.0% | +4.3% | +2.8% |
| 30D | +1.4% | +1.2% | +0.2% | +1.0% |
| 3M | -4.2% | -9.4% | +5.2% | -1.8% |
| 6M | +1.9% | +4.4% | -2.5% | +0.2% |
| YTD | +10.2% | -11.9% | +22.1% | +12.8% |
| 1Y | +12.8% | -0.4% | +13.2% | +11.6% |
| 3Y | +65.2% | +159.6% | -94.4% | +20.5% |
| 5Y | +49.8% | +60.9% | -11.0% | +21.5% |
| 10Y | +145.2% | +180.9% | -35.8% | +53.1% |
| All | +122.0% | +300.4% | -178.4% | +27.4% |
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