+707.8%
ETN vs SYF
+326.7%
+381.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.0% |
| 7D | +6.2% | -1.3% | +7.6% | +6.8% |
| 30D | -6.7% | -1.1% | -5.6% | -6.3% |
| 3M | +3.6% | +7.4% | -3.8% | +0.1% |
| 6M | +18.3% | +16.2% | +2.1% | +10.3% |
| YTD | +31.5% | -6.1% | +37.6% | +33.1% |
| 1Y | +20.6% | +3.4% | +17.2% | +16.8% |
| 3Y | +82.5% | +162.9% | -80.3% | +15.7% |
| 5Y | +177.8% | +85.6% | +92.2% | +95.4% |
| 10Y | +705.0% | +262.7% | +442.3% | +269.7% |
| All | +707.8% | +326.7% | +381.0% | +245.4% |
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