+340.9%
SYF vs EFV
+130.6%
+210.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.3% |
| 7D | +2.4% | +1.5% | +0.9% | +0.5% |
| 30D | +0.8% | +1.7% | -0.9% | -1.3% |
| 3M | +13.4% | +8.6% | +4.8% | +2.2% |
| 6M | +16.3% | +11.7% | +4.7% | +0.9% |
| YTD | -3.0% | +19.3% | -22.3% | -23.1% |
| 1Y | +5.7% | +30.2% | -24.5% | -25.1% |
| 3Y | +160.1% | +91.6% | +68.5% | +11.8% |
| 5Y | +88.5% | +96.4% | -7.9% | -20.0% |
| 10Y | +263.1% | +166.5% | +96.6% | +13.9% |
| All | +340.9% | +130.6% | +210.3% | +42.9% |
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 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