+340.9%
SYF vs ECL
+190.5%
+150.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | 0.0% |
| 7D | +2.4% | -2.6% | +5.0% | +4.4% |
| 30D | +0.8% | -2.2% | +3.0% | +2.3% |
| 3M | +13.4% | +10.1% | +3.3% | +5.6% |
| 6M | +16.3% | -5.7% | +22.1% | +20.9% |
| YTD | -3.0% | +7.0% | -10.0% | -8.3% |
| 1Y | +5.7% | +2.7% | +3.1% | +2.6% |
| 3Y | +160.1% | +57.7% | +102.4% | +77.9% |
| 5Y | +88.5% | +31.1% | +57.4% | +45.5% |
| 10Y | +263.1% | +150.9% | +112.2% | +93.9% |
| All | +340.9% | +190.5% | +150.4% | +130.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling