+299.1%
SYF vs EFV
+123.9%
+175.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.5% | +0.5% |
| 7D | -3.6% | -1.0% | -2.6% | -2.5% |
| 30D | -1.7% | +3.1% | -4.8% | -5.7% |
| 3M | -7.8% | -1.2% | -6.6% | -6.7% |
| 6M | +3.4% | +5.6% | -2.3% | -3.8% |
| YTD | -12.2% | +15.8% | -28.0% | -28.0% |
| 1Y | -1.6% | +20.0% | -21.6% | -22.8% |
| 3Y | +157.8% | +91.0% | +66.8% | +10.6% |
| 5Y | +61.9% | +93.7% | -31.8% | -30.5% |
| 10Y | +180.0% | +160.9% | +19.1% | -9.7% |
| All | +299.1% | +123.9% | +175.2% | +33.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling