+340.9%
SYF vs EFX
+160.2%
+180.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.4% | +6.5% | +3.2% |
| 7D | +2.4% | -8.6% | +11.0% | +6.8% |
| 30D | +0.8% | +0.1% | +0.7% | +0.2% |
| 3M | +13.4% | +3.8% | +9.6% | +9.7% |
| 6M | +16.3% | -13.5% | +29.9% | +22.4% |
| YTD | -3.0% | -17.7% | +14.7% | +3.8% |
| 1Y | +5.7% | -25.6% | +31.3% | +18.3% |
| 3Y | +160.1% | -12.1% | +172.2% | +153.9% |
| 5Y | +88.5% | -33.8% | +122.3% | +108.1% |
| 10Y | +263.1% | +45.1% | +217.9% | +147.9% |
| All | +340.9% | +160.2% | +180.7% | +136.7% |
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