+167.2%
SYF vs EFX
-12.5%
+179.6%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.1% | +1.4% | -0.6% |
| 7D | +2.6% | -7.8% | +10.4% | +5.3% |
| 30D | 0.0% | -5.7% | +5.8% | +1.7% |
| 3M | +11.9% | +2.5% | +9.4% | +9.9% |
| 6M | +18.9% | -16.7% | +35.6% | +25.4% |
| YTD | -4.6% | -20.2% | +15.6% | +1.9% |
| 1Y | +6.4% | -31.4% | +37.8% | +19.8% |
| 3Y | +167.2% | -10.5% | +177.7% | +156.5% |
| All | +167.2% | -12.5% | +179.6% | +156.5% |
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