+206.0%
SYF vs EIX
+30.9%
+175.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -1.2% |
| 7D | -4.3% | +0.7% | -5.0% | -4.6% |
| 30D | +1.0% | +8.8% | -7.7% | -2.5% |
| 3M | -6.4% | -10.9% | +4.5% | -4.2% |
| 6M | +1.0% | -10.3% | +11.3% | +2.4% |
| YTD | -10.7% | +5.8% | -16.6% | -17.0% |
| 1Y | +1.8% | +11.4% | -9.6% | -7.8% |
| 3Y | +165.8% | +11.1% | +154.8% | +132.5% |
| 5Y | +65.9% | +18.5% | +47.4% | +37.4% |
| 10Y | +206.0% | +32.2% | +173.7% | +149.6% |
| All | +206.0% | +30.9% | +175.0% | +149.6% |
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