+62.7%
EMR vs SYF
+89.0%
-26.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | -1.5% | +2.4% | -3.9% | -2.5% |
| 30D | -5.6% | +0.8% | -6.5% | -6.0% |
| 3M | +7.9% | +13.4% | -5.5% | +2.2% |
| 6M | +6.0% | +16.3% | -10.3% | -0.6% |
| YTD | +16.4% | -3.0% | +19.5% | +16.8% |
| 1Y | +16.6% | +5.7% | +10.9% | +12.9% |
| 3Y | +62.9% | +160.1% | -97.2% | +12.1% |
| All | +62.7% | +89.0% | -26.2% | +18.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling