+86.3%
EOG vs SYF
+340.9%
-254.6%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | +1.3% | +2.4% | -1.1% | +0.3% |
| 30D | +8.2% | +0.8% | +7.3% | +7.6% |
| 3M | +3.8% | +13.4% | -9.6% | -2.6% |
| 6M | +15.3% | +16.3% | -1.0% | +6.1% |
| YTD | +41.7% | -3.0% | +44.7% | +39.2% |
| 1Y | +23.6% | +5.7% | +17.8% | +16.4% |
| 3Y | +23.3% | +160.1% | -136.8% | -25.8% |
| 5Y | +170.4% | +88.5% | +81.9% | +79.6% |
| 10Y | +125.5% | +263.1% | -137.5% | +7.3% |
| All | +86.3% | +340.9% | -254.6% | -19.4% |
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