+306.8%
SYF vs EIX
+75.8%
+231.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.0% | +0.5% |
| 7D | -2.1% | +1.0% | -3.1% | -2.5% |
| 30D | +2.5% | +9.1% | -6.6% | -1.0% |
| 3M | -6.3% | -10.2% | +4.0% | -4.5% |
| 6M | -1.5% | -11.2% | +9.8% | +0.3% |
| YTD | -10.5% | +4.5% | -15.0% | -15.8% |
| 1Y | +1.5% | +10.9% | -9.4% | -7.0% |
| 3Y | +163.3% | +8.4% | +154.9% | +135.9% |
| 5Y | +66.8% | +18.0% | +48.8% | +41.3% |
| 10Y | +228.5% | +30.3% | +198.2% | +157.3% |
| All | +306.8% | +75.8% | +231.0% | +189.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling