+300.4%
SYF vs EFX
+176.5%
+123.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.5% |
| 7D | -2.0% | -0.8% | -1.2% | -1.7% |
| 30D | +1.2% | +25.1% | -23.9% | -9.8% |
| 3M | -9.4% | +1.7% | -11.0% | -11.3% |
| 6M | +4.4% | +18.4% | -14.0% | -6.4% |
| YTD | -11.9% | -12.5% | +0.6% | -9.3% |
| 1Y | -0.4% | -8.1% | +7.7% | -0.1% |
| 3Y | +159.6% | +4.8% | +154.8% | +129.2% |
| 5Y | +60.9% | -30.1% | +91.0% | +71.9% |
| 10Y | +180.9% | +81.5% | +99.5% | +70.4% |
| All | +300.4% | +176.5% | +123.9% | +106.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling