+262.7%
SYF vs ECL
+149.7%
+113.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | 0.0% |
| 7D | -1.3% | -2.7% | +1.4% | +0.8% |
| 30D | -1.1% | -4.3% | +3.2% | +2.2% |
| 3M | +7.4% | +3.2% | +4.2% | +4.7% |
| 6M | +16.2% | -2.9% | +19.1% | +18.4% |
| YTD | -6.1% | +4.3% | -10.4% | -9.9% |
| 1Y | +3.4% | +1.6% | +1.7% | +0.8% |
| 3Y | +162.9% | +54.3% | +108.6% | +77.2% |
| 5Y | +85.6% | +26.5% | +59.1% | +44.9% |
| 10Y | +262.7% | +155.6% | +107.2% | +69.2% |
| All | +262.7% | +149.7% | +113.1% | +69.2% |
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