+280.0%
EMR vs SYF
+196.3%
+83.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.2% |
| 7D | +0.7% | -4.2% | +4.9% | +2.6% |
| 30D | +3.5% | -1.1% | +4.6% | +3.9% |
| 3M | +5.9% | -7.9% | +13.8% | +9.6% |
| 6M | +19.4% | -1.1% | +20.5% | +19.1% |
| YTD | +27.7% | -12.6% | +40.3% | +34.1% |
| 1Y | +30.9% | -2.4% | +33.3% | +30.8% |
| 3Y | +104.2% | +156.6% | -52.4% | +29.7% |
| 5Y | +89.6% | +61.9% | +27.7% | +41.3% |
| 10Y | +280.0% | +186.5% | +93.6% | +91.2% |
| All | +280.0% | +196.3% | +83.7% | +91.2% |
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