+231.3%
EMR vs SYF
+340.9%
-109.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.8% |
| 6M | +6.0% | +16.3% | -10.3% | -1.1% |
| YTD | +16.4% | -3.0% | +19.5% | +17.0% |
| 1Y | +16.6% | +5.7% | +10.9% | +12.6% |
| 3Y | +62.9% | +160.1% | -97.2% | +3.9% |
| 5Y | +60.1% | +88.5% | -28.4% | +12.1% |
| 10Y | +268.7% | +263.1% | +5.7% | +72.6% |
| All | +231.3% | +340.9% | -109.6% | +44.5% |
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