+159.6%
SYF vs ED
+50.2%
+109.4%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +1.1% |
| 7D | -2.0% | +2.1% | -4.1% | -1.6% |
| 30D | +1.2% | +10.4% | -9.2% | +3.4% |
| 3M | -9.4% | +12.5% | -21.9% | -7.0% |
| 6M | +4.4% | +14.9% | -10.5% | +7.8% |
| YTD | -11.9% | +24.8% | -36.7% | -7.5% |
| 1Y | -0.4% | +23.8% | -24.2% | +4.5% |
| 3Y | +159.6% | +51.6% | +107.9% | +147.5% |
| All | +159.6% | +50.2% | +109.4% | +147.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling