+95.7%
EOG vs SYF
+297.4%
-201.7%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.1% | +4.2% | +2.9% |
| 7D | -2.4% | -4.2% | +1.8% | -0.8% |
| 30D | +2.9% | -1.1% | +4.0% | +3.1% |
| 3M | +7.2% | -7.9% | +15.1% | +10.2% |
| 6M | +18.2% | -1.1% | +19.3% | +16.3% |
| YTD | +48.9% | -12.6% | +61.5% | +51.7% |
| 1Y | +46.7% | -2.4% | +49.1% | +42.3% |
| 3Y | +37.4% | +156.6% | -119.2% | -17.3% |
| 5Y | +103.9% | +61.9% | +42.0% | +44.1% |
| 10Y | +127.0% | +186.5% | -59.4% | +16.8% |
| All | +95.7% | +297.4% | -201.7% | -12.1% |
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