+163.3%
SYF vs ECL
+78.2%
+85.1%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.2% | +0.4% |
| 7D | -2.1% | -0.8% | -1.4% | -1.8% |
| 30D | +2.5% | +8.1% | -5.6% | -1.4% |
| 3M | -6.3% | +6.4% | -12.6% | -9.2% |
| 6M | -1.5% | +14.8% | -16.2% | -7.9% |
| YTD | -10.5% | +15.5% | -26.0% | -16.9% |
| 1Y | +1.5% | +20.1% | -18.6% | -7.3% |
| 3Y | +163.3% | +77.8% | +85.5% | +127.8% |
| All | +163.3% | +78.2% | +85.1% | +127.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling