+159.6%
SYF vs EFX
+4.8%
+154.7%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.6% |
| 7D | -2.0% | -0.8% | -1.2% | -1.8% |
| 30D | +1.2% | +25.1% | -23.9% | -6.1% |
| 3M | -9.4% | +1.7% | -11.0% | -10.4% |
| 6M | +4.4% | +18.4% | -14.0% | -2.7% |
| YTD | -11.9% | -12.5% | +0.6% | -9.0% |
| 1Y | -0.4% | -8.1% | +7.7% | +1.0% |
| 3Y | +159.6% | +4.8% | +154.8% | +137.9% |
| All | +159.6% | +4.8% | +154.7% | +137.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling