+137.1%
EOG vs SYF
+178.4%
-41.3%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.4% |
| 7D | +7.6% | -2.0% | +9.6% | +8.4% |
| 30D | +3.4% | +1.2% | +2.2% | +2.7% |
| 3M | +12.7% | -9.4% | +22.1% | +16.6% |
| 6M | +19.0% | +4.4% | +14.6% | +14.5% |
| YTD | +55.6% | -11.9% | +67.5% | +58.2% |
| 1Y | +49.5% | -0.4% | +50.0% | +43.7% |
| 3Y | +43.2% | +159.6% | -116.4% | -16.3% |
| 5Y | +111.8% | +60.9% | +51.0% | +48.1% |
| All | +137.1% | +178.4% | -41.3% | +20.5% |
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 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