+88.6%
SYF vs EFX
-35.1%
+123.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.1% | +1.4% | -0.4% |
| 7D | +2.6% | -7.8% | +10.4% | +6.0% |
| 30D | 0.0% | -5.7% | +5.8% | +2.1% |
| 3M | +11.9% | +2.5% | +9.4% | +9.3% |
| 6M | +18.9% | -16.7% | +35.6% | +26.6% |
| YTD | -4.6% | -20.2% | +15.6% | +3.0% |
| 1Y | +6.4% | -31.4% | +37.8% | +22.4% |
| 3Y | +167.2% | -10.5% | +177.7% | +156.0% |
| All | +88.6% | -35.1% | +123.7% | +100.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling