+206.0%
SYF vs ECL
+205.6%
+0.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -2.3% |
| 7D | -4.3% | -0.5% | -3.7% | -4.0% |
| 30D | +1.0% | +8.8% | -7.8% | -5.6% |
| 3M | -6.4% | +7.8% | -14.3% | -12.1% |
| 6M | +1.0% | +21.3% | -20.3% | -13.5% |
| YTD | -10.7% | +17.8% | -28.5% | -22.3% |
| 1Y | +1.8% | +21.1% | -19.3% | -13.4% |
| 3Y | +165.8% | +80.1% | +85.8% | +58.6% |
| 5Y | +65.9% | +40.5% | +25.4% | +19.7% |
| 10Y | +206.0% | +197.7% | +8.2% | +34.2% |
| All | +206.0% | +205.6% | +0.4% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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