+6.4%
SYF vs EIX
+15.0%
-8.6%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.5% | -6.1% | -2.0% |
| 7D | +2.6% | +0.9% | +1.7% | +2.5% |
| 30D | 0.0% | -13.5% | +13.6% | +0.9% |
| 3M | +11.9% | -15.3% | +27.2% | +13.5% |
| 6M | +18.9% | -15.3% | +34.2% | +20.2% |
| YTD | -4.6% | +2.7% | -7.3% | -10.8% |
| 1Y | +6.4% | +17.4% | -11.1% | -6.4% |
| All | +6.4% | +15.0% | -8.6% | -6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling