+251.9%
EMR vs SYF
+306.8%
-54.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.3% | 0.0% |
| 7D | -1.6% | -2.1% | +0.6% | -0.6% |
| 30D | +2.0% | +2.5% | -0.6% | +0.8% |
| 3M | +3.8% | -6.3% | +10.1% | +6.5% |
| 6M | +10.5% | -1.5% | +12.0% | +10.5% |
| YTD | +23.7% | -10.5% | +34.2% | +28.5% |
| 1Y | +25.4% | +1.5% | +23.9% | +23.3% |
| 3Y | +86.6% | +163.3% | -76.7% | +18.7% |
| 5Y | +83.0% | +66.8% | +16.3% | +35.6% |
| 10Y | +319.5% | +228.5% | +91.0% | +104.5% |
| All | +251.9% | +306.8% | -54.9% | +58.7% |
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