+95.5%
SYF vs ED
+70.1%
+25.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.1% |
| 7D | +2.4% | -0.2% | +2.6% | +2.4% |
| 30D | +0.8% | -0.1% | +1.0% | +0.8% |
| 3M | +13.4% | +3.9% | +9.5% | +13.3% |
| 6M | +16.3% | -3.0% | +19.4% | +16.3% |
| YTD | -3.0% | +10.7% | -13.7% | -3.6% |
| 1Y | +5.7% | +13.3% | -7.6% | +4.9% |
| 3Y | +160.1% | +34.5% | +125.6% | +142.5% |
| All | +95.5% | +70.1% | +25.4% | +78.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling