-29.3%
ETHA vs SYF
+55.6%
-84.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | +1.6% |
| 7D | -2.4% | -5.5% | +3.1% | +1.3% |
| 30D | +30.9% | -3.9% | +34.7% | +33.7% |
| 3M | +51.1% | +8.9% | +42.2% | +40.4% |
| 6M | +20.5% | +16.2% | +4.3% | +6.4% |
| YTD | -17.3% | -8.4% | -8.8% | -13.9% |
| 1Y | -43.2% | +2.6% | -45.9% | -45.9% |
| All | -29.3% | +55.6% | -84.9% | -52.4% |
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 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