+1.6%
SYF vs EFV
+27.7%
-26.0%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | -0.2% |
| 7D | -4.9% | -0.8% | -4.1% | -4.2% |
| 30D | -4.3% | +0.6% | -4.9% | -4.8% |
| 3M | +5.5% | +7.5% | -2.0% | -0.4% |
| 6M | +17.5% | +13.0% | +4.5% | +7.2% |
| YTD | -7.8% | +18.3% | -26.1% | -21.0% |
| 1Y | +1.6% | +26.7% | -25.1% | -20.8% |
| All | +1.6% | +27.7% | -26.0% | -20.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling