+61.0%
SYF vs ECL
+38.6%
+22.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | -0.2% |
| 7D | -2.0% | +2.9% | -4.9% | -3.7% |
| 30D | +1.2% | +7.5% | -6.3% | -3.4% |
| 3M | -9.4% | +12.2% | -21.6% | -15.9% |
| 6M | +4.4% | +24.6% | -20.1% | -9.2% |
| YTD | -11.9% | +18.8% | -30.7% | -21.4% |
| 1Y | -0.4% | +19.3% | -19.8% | -11.5% |
| 3Y | +159.6% | +78.2% | +81.4% | +72.9% |
| All | +61.0% | +38.6% | +22.4% | +18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling