+61.1%
EXE vs SYF
+66.9%
-5.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.8% |
| 7D | -3.9% | -4.7% | +0.8% | -2.8% |
| 30D | -2.6% | +0.6% | -3.1% | -2.8% |
| 3M | -6.9% | -6.8% | 0.0% | -5.4% |
| 6M | -9.3% | +0.5% | -9.9% | -10.3% |
| YTD | -20.7% | -11.1% | -9.6% | -19.5% |
| 1Y | -21.8% | +1.3% | -23.1% | -23.8% |
| 3Y | +16.2% | +164.6% | -148.4% | -21.7% |
| 5Y | +61.1% | +65.2% | -4.1% | +29.1% |
| All | +61.1% | +66.9% | -5.8% | +29.1% |
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