+5.9%
EXC vs SYF
+5.5%
+0.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +0.6% |
| 7D | +1.2% | +2.6% | -1.4% | +1.4% |
| 30D | -2.7% | 0.0% | -2.8% | -2.7% |
| 3M | -1.0% | +11.9% | -12.9% | +0.3% |
| 6M | -9.3% | +18.9% | -28.2% | -7.6% |
| YTD | +3.6% | -4.6% | +8.2% | +4.6% |
| 1Y | +5.9% | +6.4% | -0.5% | +8.0% |
| All | +5.9% | +5.5% | +0.4% | +8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling