-23.8%
EXE vs SYF
-2.5%
-21.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.3% |
| 7D | +3.6% | -3.3% | +6.8% | +3.2% |
| 30D | -4.3% | -2.2% | -2.1% | -4.5% |
| 3M | -7.7% | -9.3% | +1.7% | -8.6% |
| 6M | -7.2% | +2.1% | -9.3% | -7.3% |
| YTD | -18.5% | -12.6% | -5.9% | -20.1% |
| All | -23.8% | -2.5% | -21.3% | -25.8% |
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 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