-28.7%
ETHA vs SYF
+62.2%
-90.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +2.2% |
| 7D | +2.7% | +2.6% | +0.1% | +0.9% |
| 30D | +29.4% | 0.0% | +29.3% | +28.7% |
| 3M | +47.2% | +11.9% | +35.2% | +34.2% |
| 6M | +25.4% | +18.9% | +6.5% | +9.1% |
| YTD | -16.5% | -4.6% | -12.0% | -15.5% |
| 1Y | -42.3% | +6.4% | -48.7% | -46.3% |
| All | -28.7% | +62.2% | -90.8% | -53.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling