+262.7%
SYF vs EAT
+370.1%
-107.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.6% | -0.5% |
| 7D | -1.3% | -6.8% | +5.5% | +1.1% |
| 30D | -1.1% | -5.4% | +4.3% | +0.4% |
| 3M | +7.4% | +42.8% | -35.3% | -6.2% |
| 6M | +16.2% | +56.5% | -40.3% | -3.3% |
| YTD | -6.1% | +50.0% | -56.1% | -21.3% |
| 1Y | +3.4% | +38.3% | -34.9% | -11.8% |
| 3Y | +162.9% | +591.6% | -428.8% | +17.6% |
| 5Y | +85.6% | +312.6% | -227.0% | -6.1% |
| 10Y | +262.7% | +381.4% | -118.7% | +38.5% |
| All | +262.7% | +370.1% | -107.3% | +38.5% |
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