+170.6%
SYF vs EAT
+320.8%
-150.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.5% | +0.7% |
| 7D | -2.0% | -4.0% | +2.0% | -0.6% |
| 30D | +1.2% | -2.9% | +4.1% | +1.6% |
| 3M | -9.4% | -16.9% | +7.5% | -4.4% |
| 6M | +4.4% | +57.0% | -52.5% | -13.1% |
| YTD | -11.9% | +38.2% | -50.1% | -24.8% |
| 1Y | -0.4% | +69.3% | -69.7% | -21.5% |
| 3Y | +159.6% | +483.0% | -323.4% | +22.9% |
| 5Y | +60.9% | +364.1% | -303.3% | -22.5% |
| All | +170.6% | +320.8% | -150.2% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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