+250.1%
SYF vs EFV
+169.9%
+80.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | -0.8% |
| 7D | -4.9% | -0.8% | -4.1% | -3.8% |
| 30D | -4.3% | +0.6% | -4.9% | -5.1% |
| 3M | +5.5% | +7.5% | -2.0% | -4.8% |
| 6M | +17.5% | +13.0% | +4.5% | -1.7% |
| YTD | -7.8% | +18.3% | -26.1% | -28.3% |
| 1Y | +1.6% | +26.7% | -25.1% | -28.5% |
| 3Y | +154.8% | +89.6% | +65.2% | -2.2% |
| 5Y | +79.5% | +98.2% | -18.7% | -34.5% |
| All | +250.1% | +169.9% | +80.2% | -11.9% |
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