+151.5%
EXC vs SYF
+259.8%
-108.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +1.0% |
| 7D | +1.2% | +2.6% | -1.4% | +0.7% |
| 30D | -2.7% | 0.0% | -2.8% | -2.8% |
| 3M | -1.0% | +11.9% | -12.9% | -3.4% |
| 6M | -9.3% | +18.9% | -28.2% | -12.8% |
| YTD | +3.6% | -4.6% | +8.2% | +3.6% |
| 1Y | +5.9% | +6.4% | -0.5% | +3.3% |
| 3Y | +21.3% | +167.2% | -145.9% | -8.5% |
| 5Y | +46.2% | +92.3% | -46.2% | +16.1% |
| 10Y | +151.5% | +263.2% | -111.7% | +49.7% |
| All | +151.5% | +259.8% | -108.3% | +49.7% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling