+218.6%
EXC vs SYF
+305.8%
-87.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.8% |
| 3Y | +30.2% | +165.8% | -135.6% | -1.0% |
| 5Y | +41.4% | +65.9% | -24.6% | +17.2% |
| 10Y | +183.8% | +206.0% | -22.2% | +74.3% |
| All | +218.6% | +305.8% | -87.1% | +85.8% |
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