+163.3%
SYF vs EIX
+8.4%
+154.9%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.0% | +0.1% |
| 7D | -2.1% | +1.0% | -3.1% | -2.4% |
| 30D | +2.5% | +9.1% | -6.6% | +0.6% |
| 3M | -6.3% | -10.2% | +4.0% | -5.2% |
| 6M | -1.5% | -11.2% | +9.8% | -0.3% |
| YTD | -10.5% | +4.5% | -15.0% | -14.8% |
| 1Y | +1.5% | +10.9% | -9.4% | -5.3% |
| 3Y | +163.3% | +8.4% | +154.9% | +132.5% |
| All | +163.3% | +8.4% | +154.9% | +132.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling