+88.6%
SYF vs EFV
+97.2%
-8.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -0.8% |
| 7D | +2.6% | +1.0% | +1.6% | +1.4% |
| 30D | 0.0% | +0.2% | -0.1% | -0.1% |
| 3M | +11.9% | +9.6% | +2.3% | +0.1% |
| 6M | +18.9% | +14.0% | +4.9% | +0.8% |
| YTD | -4.6% | +18.5% | -23.0% | -23.5% |
| 1Y | +6.4% | +27.9% | -21.5% | -22.9% |
| 3Y | +167.2% | +92.4% | +74.7% | +10.5% |
| All | +88.6% | +97.2% | -8.5% | -23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling