+252.7%
ELV vs SYF
+264.8%
-12.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.4% | -0.8% |
| 7D | -2.2% | -1.3% | -0.9% | -1.8% |
| 30D | -0.2% | -1.1% | +0.9% | 0.0% |
| 3M | -6.1% | +7.4% | -13.5% | -8.2% |
| 6M | +42.8% | +16.2% | +26.6% | +36.3% |
| YTD | +14.4% | -6.1% | +20.5% | +15.4% |
| 1Y | +28.6% | +3.4% | +25.2% | +26.1% |
| 3Y | -7.4% | +162.9% | -170.3% | -34.2% |
| 5Y | +14.5% | +85.6% | -71.1% | -12.8% |
| All | +252.7% | +264.8% | -12.0% | +79.0% |
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 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