+306.8%
SYF vs ED
+227.9%
+78.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +1.9% | +0.1% |
| 7D | -2.1% | +1.6% | -3.8% | -2.5% |
| 30D | +2.5% | +13.3% | -10.8% | -0.4% |
| 3M | -6.3% | +9.7% | -16.0% | -8.3% |
| 6M | -1.5% | +12.8% | -14.2% | -4.4% |
| YTD | -10.5% | +22.3% | -32.8% | -15.2% |
| 1Y | +1.5% | +26.3% | -24.8% | -4.8% |
| 3Y | +163.3% | +45.0% | +118.2% | +131.4% |
| 5Y | +66.8% | +80.2% | -13.4% | +34.7% |
| 10Y | +228.5% | +129.9% | +98.6% | +167.6% |
| All | +306.8% | +227.9% | +78.9% | +203.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling