+174.7%
SYF vs EIX
-3.4%
+178.2%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.1% |
| 7D | +2.4% | -19.1% | +21.5% | +6.4% |
| 30D | +0.8% | -16.9% | +17.8% | +3.8% |
| 3M | +13.4% | -20.0% | +33.4% | +17.8% |
| 6M | +16.3% | -21.3% | +37.7% | +21.2% |
| YTD | -3.0% | -1.7% | -1.3% | -6.2% |
| 1Y | +5.7% | +9.6% | -3.9% | -1.5% |
| All | +174.7% | -3.4% | +178.2% | +157.2% |
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