+66.5%
SYF vs ED
+80.7%
-14.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +1.9% | -0.4% |
| 7D | -2.1% | +1.6% | -3.8% | -2.1% |
| 30D | +2.5% | +13.3% | -10.8% | +2.4% |
| 3M | -6.3% | +9.7% | -16.0% | -6.3% |
| 6M | -1.5% | +12.8% | -14.2% | -1.6% |
| YTD | -10.5% | +22.3% | -32.8% | -11.1% |
| 1Y | +1.5% | +26.3% | -24.8% | +0.5% |
| 3Y | +163.3% | +45.0% | +118.2% | +145.6% |
| All | +66.5% | +80.7% | -14.2% | +40.5% |
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 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