+170.6%
SYF vs EIX
+35.3%
+135.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | -2.0% | +1.4% | -3.4% | -2.6% |
| 30D | +1.2% | +8.5% | -7.4% | -2.3% |
| 3M | -9.4% | -13.5% | +4.1% | -6.0% |
| 6M | +4.4% | -12.4% | +16.8% | +7.1% |
| YTD | -11.9% | +5.9% | -17.8% | -18.1% |
| 1Y | -0.4% | +7.6% | -8.0% | -8.2% |
| 3Y | +159.6% | +12.8% | +146.8% | +125.1% |
| 5Y | +60.9% | +19.2% | +41.7% | +32.7% |
| All | +170.6% | +35.3% | +135.3% | +119.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 10y: compounded portfolio wealth divided by compounded EIX 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…
10y analysis · Full analysis span regression · 6 months rolling