+168.4%
SYF vs EFX
+79.2%
+89.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.1% |
| 7D | -3.3% | -3.6% | +0.4% | -1.6% |
| 30D | -2.2% | +25.3% | -27.5% | -12.9% |
| 3M | -9.3% | +3.8% | -13.1% | -12.2% |
| 6M | +2.1% | +12.7% | -10.7% | -6.3% |
| YTD | -12.6% | -13.1% | +0.5% | -9.7% |
| 1Y | -3.4% | -9.3% | +5.9% | -2.4% |
| 3Y | +156.5% | +3.5% | +152.9% | +127.2% |
| 5Y | +59.6% | -30.6% | +90.2% | +71.1% |
| All | +168.4% | +79.2% | +89.2% | +73.4% |
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