-7.5%
ELV vs SYF
+160.5%
-168.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.4% | -1.1% |
| 7D | -2.2% | -1.3% | -0.9% | -2.1% |
| 30D | -0.2% | -1.1% | +0.9% | -0.1% |
| 3M | -6.1% | +7.4% | -13.5% | -6.8% |
| 6M | +42.8% | +16.2% | +26.6% | +40.4% |
| YTD | +14.4% | -6.1% | +20.5% | +14.5% |
| 1Y | +28.6% | +3.4% | +25.2% | +28.0% |
| All | -7.5% | +160.5% | -168.0% | -16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling