+168.4%
SYF vs EFV
+162.4%
+6.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.3% |
| 7D | -3.3% | +0.7% | -4.0% | -4.4% |
| 30D | -2.2% | +2.0% | -4.2% | -5.2% |
| 3M | -9.3% | -1.6% | -7.7% | -7.6% |
| 6M | +2.1% | +5.8% | -3.7% | -6.2% |
| YTD | -12.6% | +15.6% | -28.3% | -30.3% |
| 1Y | -3.4% | +19.0% | -22.4% | -26.0% |
| 3Y | +156.5% | +90.7% | +65.8% | -3.6% |
| 5Y | +59.6% | +92.8% | -33.2% | -40.1% |
| All | +168.4% | +162.4% | +6.0% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 10y: compounded portfolio wealth divided by compounded EFV 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…
10y analysis · Full analysis span regression · 6 months rolling