+183.8%
EXC vs SYF
+219.4%
-35.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | -1.7% | -4.3% | +2.5% | -0.9% |
| 30D | +9.3% | +1.0% | +8.3% | +9.1% |
| 3M | +1.0% | -6.4% | +7.4% | +2.2% |
| 6M | +5.9% | +1.0% | +4.9% | +5.2% |
| YTD | +7.6% | -10.7% | +18.4% | +8.9% |
| 1Y | +2.4% | +1.8% | +0.7% | +0.7% |
| 3Y | +30.2% | +165.8% | -135.6% | -2.1% |
| 5Y | +41.4% | +65.9% | -24.6% | +16.5% |
| 10Y | +183.8% | +206.0% | -22.2% | +87.6% |
| All | +183.8% | +219.4% | -35.6% | +87.6% |
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