+178.5%
EXE vs SYF
+140.8%
+37.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.2% | -1.2% |
| 7D | -0.3% | +2.4% | -2.7% | -0.9% |
| 30D | +8.5% | +0.8% | +7.6% | +8.1% |
| 3M | +5.5% | +13.4% | -7.9% | +1.0% |
| 6M | -5.9% | +16.3% | -22.2% | -11.0% |
| YTD | -9.7% | -3.0% | -6.7% | -10.2% |
| 1Y | +3.6% | +5.7% | -2.1% | -0.2% |
| 3Y | +18.0% | +160.1% | -142.1% | -21.0% |
| 5Y | +109.4% | +88.5% | +20.9% | +53.4% |
| All | +178.5% | +140.8% | +37.7% | +83.6% |
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 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