+256.4%
SYF vs EFX
+41.8%
+214.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.4% | -0.6% |
| 7D | -1.3% | -9.4% | +8.0% | +3.3% |
| 30D | -1.1% | -6.9% | +5.8% | +1.9% |
| 3M | +7.4% | +0.1% | +7.3% | +5.7% |
| 6M | +16.2% | -17.3% | +33.5% | +24.9% |
| YTD | -6.1% | -21.8% | +15.7% | +2.9% |
| 1Y | +3.4% | -32.5% | +35.9% | +21.5% |
| 3Y | +162.9% | -12.3% | +175.2% | +155.8% |
| 5Y | +85.6% | -36.6% | +122.2% | +108.6% |
| All | +256.4% | +41.8% | +214.6% | +157.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling