+153.4%
EXE vs SYF
+118.7%
+34.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.6% |
| 7D | +5.3% | -2.0% | +7.3% | +5.9% |
| 30D | -2.2% | +1.2% | -3.4% | -2.6% |
| 3M | -5.9% | -9.4% | +3.5% | -3.6% |
| 6M | -5.7% | +4.4% | -10.1% | -7.9% |
| YTD | -17.8% | -11.9% | -5.9% | -16.3% |
| 1Y | -23.1% | -0.4% | -22.7% | -24.8% |
| 3Y | +21.2% | +159.6% | -138.4% | -19.7% |
| 5Y | +78.8% | +60.9% | +17.9% | +38.5% |
| All | +153.4% | +118.7% | +34.8% | +71.2% |
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