+5.7%
SYF vs EL
+14.8%
-9.0%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.0% | -2.9% | -0.5% |
| 7D | +2.4% | +0.8% | +1.6% | +2.2% |
| 30D | +0.8% | +19.8% | -19.0% | -3.0% |
| 3M | +13.4% | +25.7% | -12.3% | +7.9% |
| 6M | +16.3% | +5.4% | +10.9% | +13.7% |
| YTD | -3.0% | +0.2% | -3.2% | -5.8% |
| 1Y | +5.7% | +20.4% | -14.7% | -2.6% |
| All | +5.7% | +14.8% | -9.0% | -2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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