+103.6%
EXE vs SYF
+89.0%
+14.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.7% |
| 7D | -1.8% | +2.6% | -4.4% | -2.5% |
| 30D | +6.4% | 0.0% | +6.4% | +6.3% |
| 3M | +9.2% | +11.9% | -2.7% | +5.2% |
| 6M | -7.0% | +18.9% | -25.9% | -12.3% |
| YTD | -9.5% | -4.6% | -4.9% | -9.5% |
| 1Y | +6.2% | +6.4% | -0.2% | +2.3% |
| 3Y | +20.7% | +167.2% | -146.4% | -18.9% |
| 5Y | +103.6% | +92.3% | +11.3% | +44.6% |
| All | +103.6% | +89.0% | +14.6% | +44.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling