+247.6%
SYF vs EFX
+41.8%
+205.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.4% | -2.5% |
| 7D | -5.5% | -11.1% | +5.6% | -0.2% |
| 30D | -3.9% | -7.4% | +3.5% | -0.8% |
| 3M | +8.9% | +1.5% | +7.4% | +6.5% |
| 6M | +16.2% | -13.7% | +29.9% | +22.2% |
| YTD | -8.4% | -21.9% | +13.4% | +0.4% |
| 1Y | +2.6% | -30.8% | +33.4% | +19.0% |
| 3Y | +156.4% | -12.4% | +168.7% | +149.6% |
| 5Y | +78.2% | -35.9% | +114.1% | +99.1% |
| All | +247.6% | +41.8% | +205.8% | +150.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded EFX 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling