+91.3%
SYF vs EIX
+22.8%
+68.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.2% |
| 7D | +2.4% | -19.1% | +21.5% | +7.7% |
| 30D | +0.8% | -16.9% | +17.8% | +4.8% |
| 3M | +13.4% | -20.0% | +33.4% | +19.1% |
| 6M | +16.3% | -21.3% | +37.7% | +22.6% |
| YTD | -3.0% | -1.7% | -1.3% | -6.4% |
| 1Y | +5.7% | +9.6% | -3.9% | -2.4% |
| 3Y | +160.1% | -3.7% | +163.8% | +143.6% |
| All | +91.3% | +22.8% | +68.6% | +70.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling