+263.2%
SYF vs ED
+104.2%
+159.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.9% |
| 7D | +2.6% | +0.5% | +2.1% | +2.5% |
| 30D | 0.0% | +1.1% | -1.1% | -0.3% |
| 3M | +11.9% | +4.6% | +7.3% | +10.4% |
| 6M | +18.9% | -2.0% | +20.9% | +19.2% |
| YTD | -4.6% | +11.7% | -16.3% | -8.2% |
| 1Y | +6.4% | +15.7% | -9.4% | +1.0% |
| 3Y | +167.2% | +34.4% | +132.8% | +133.4% |
| 5Y | +92.3% | +67.3% | +25.0% | +50.8% |
| 10Y | +263.2% | +104.0% | +159.1% | +203.9% |
| All | +263.2% | +104.2% | +159.0% | +203.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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