+6.4%
SYF vs ED
+14.2%
-7.9%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.3% |
| 7D | +2.6% | +0.5% | +2.1% | +2.8% |
| 30D | 0.0% | +1.1% | -1.1% | +0.5% |
| 3M | +11.9% | +4.6% | +7.3% | +14.4% |
| 6M | +18.9% | -2.0% | +20.9% | +17.5% |
| YTD | -4.6% | +11.7% | -16.3% | -0.3% |
| 1Y | +6.4% | +15.7% | -9.4% | +9.5% |
| All | +6.4% | +14.2% | -7.9% | +9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling