+340.9%
SYF vs EAT
+511.7%
-170.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | +2.4% | 0.0% | +2.4% | +2.4% |
| 30D | +0.8% | +1.9% | -1.0% | -0.2% |
| 3M | +13.4% | +68.7% | -55.3% | -6.5% |
| 6M | +16.3% | +66.9% | -50.6% | -5.1% |
| YTD | -3.0% | +60.4% | -63.4% | -20.4% |
| 1Y | +5.7% | +44.0% | -38.3% | -10.8% |
| 3Y | +160.1% | +604.7% | -444.6% | +17.3% |
| 5Y | +88.5% | +347.0% | -258.5% | -6.2% |
| 10Y | +263.1% | +390.8% | -127.7% | +35.5% |
| All | +340.9% | +511.7% | -170.8% | +53.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling