+186.5%
SYF vs EL
+60.9%
+125.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.2% |
| 7D | -4.2% | +7.6% | -11.8% | -7.2% |
| 30D | -1.1% | +15.7% | -16.7% | -7.1% |
| 3M | -7.9% | +30.5% | -38.4% | -18.6% |
| 6M | -1.1% | +32.5% | -33.6% | -13.7% |
| YTD | -12.6% | +9.4% | -22.0% | -19.5% |
| 1Y | -2.4% | +28.4% | -30.7% | -16.5% |
| 3Y | +156.6% | +4.4% | +152.2% | +118.8% |
| 5Y | +61.9% | -64.5% | +126.4% | +145.0% |
| 10Y | +186.5% | +64.9% | +121.6% | +119.5% |
| All | +186.5% | +60.9% | +125.6% | +119.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling