+92.3%
SYF vs EAT
+326.5%
-234.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.4% | +1.7% | -0.6% |
| 7D | +2.6% | -4.9% | +7.5% | +4.2% |
| 30D | 0.0% | -1.2% | +1.2% | 0.0% |
| 3M | +11.9% | +52.2% | -40.3% | -2.8% |
| 6M | +18.9% | +65.0% | -46.1% | -0.7% |
| YTD | -4.6% | +55.0% | -59.6% | -19.3% |
| 1Y | +6.4% | +42.1% | -35.7% | -8.1% |
| 3Y | +167.2% | +614.7% | -447.5% | +28.0% |
| 5Y | +92.3% | +322.7% | -230.4% | +0.4% |
| All | +92.3% | +326.5% | -234.1% | +0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling