+17.6%
EQT vs SYF
+326.7%
-309.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.4% |
| 7D | -2.0% | -1.3% | -0.7% | -1.6% |
| 30D | +1.0% | -1.1% | +2.1% | +1.2% |
| 3M | +4.0% | +7.4% | -3.4% | +0.7% |
| 6M | -11.7% | +16.2% | -27.9% | -17.2% |
| YTD | +2.8% | -6.1% | +8.9% | +3.0% |
| 1Y | +10.0% | +3.4% | +6.6% | +6.1% |
| 3Y | +34.1% | +162.9% | -128.7% | -11.3% |
| 5Y | +195.3% | +85.6% | +109.7% | +115.0% |
| 10Y | +51.6% | +262.7% | -211.2% | -17.8% |
| All | +17.6% | +326.7% | -309.1% | -37.8% |
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