+280.4%
EMR vs SYF
+178.4%
+101.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.3% |
| 7D | +2.8% | -2.0% | +4.9% | +3.8% |
| 30D | +3.7% | +1.2% | +2.5% | +3.0% |
| 3M | +2.0% | -9.4% | +11.4% | +6.3% |
| 6M | +22.1% | +4.4% | +17.7% | +18.9% |
| YTD | +27.2% | -11.9% | +39.2% | +33.2% |
| 1Y | +32.0% | -0.4% | +32.4% | +30.7% |
| 3Y | +103.3% | +159.6% | -56.3% | +28.4% |
| 5Y | +88.2% | +60.9% | +27.3% | +40.6% |
| All | +280.4% | +178.4% | +101.9% | +93.2% |
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