+367.3%
ELV vs SYF
+297.1%
+70.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | -0.5% | -3.3% | +2.8% | +0.4% |
| 30D | +1.1% | -2.2% | +3.3% | +1.6% |
| 3M | +8.2% | -9.3% | +17.5% | +10.8% |
| 6M | +10.2% | +2.1% | +8.2% | +8.9% |
| YTD | +24.4% | -12.6% | +37.1% | +27.7% |
| 1Y | +33.8% | -3.4% | +37.3% | +33.6% |
| 3Y | -1.4% | +156.5% | -157.8% | -29.5% |
| 5Y | +5.8% | +59.6% | -53.7% | -15.4% |
| 10Y | +269.1% | +178.6% | +90.5% | +110.2% |
| All | +367.3% | +297.1% | +70.2% | +136.0% |
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