+168.4%
SYF vs ED
+143.7%
+24.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -3.3% | -1.7% | -1.5% | -2.8% |
| 30D | -2.2% | +10.7% | -12.9% | -4.9% |
| 3M | -9.3% | +11.6% | -21.0% | -12.2% |
| 6M | +2.1% | +13.5% | -11.4% | -1.8% |
| YTD | -12.6% | +23.1% | -35.8% | -18.3% |
| 1Y | -3.4% | +23.1% | -26.5% | -9.9% |
| 3Y | +156.5% | +47.9% | +108.5% | +117.3% |
| 5Y | +59.6% | +83.9% | -24.3% | +20.8% |
| All | +168.4% | +143.7% | +24.7% | +121.2% |
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