+341.0%
ELV vs SYF
+340.9%
+0.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.8% | -1.8% |
| 7D | +3.3% | +2.4% | +0.9% | +2.7% |
| 30D | +4.2% | +0.8% | +3.3% | +3.9% |
| 3M | -0.1% | +13.4% | -13.5% | -3.7% |
| 6M | +41.3% | +16.3% | +24.9% | +34.7% |
| YTD | +17.4% | -3.0% | +20.4% | +17.4% |
| 1Y | +35.1% | +5.7% | +29.3% | +31.6% |
| 3Y | -3.2% | +160.1% | -163.4% | -30.9% |
| 5Y | +15.6% | +88.5% | -72.9% | -12.2% |
| 10Y | +276.8% | +263.1% | +13.7% | +99.3% |
| All | +341.0% | +340.9% | +0.1% | +117.0% |
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 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