+168.4%
SYF vs EL
+60.4%
+108.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | +0.2% |
| 7D | -3.3% | +2.7% | -5.9% | -4.3% |
| 30D | -2.2% | +10.8% | -13.0% | -6.6% |
| 3M | -9.3% | +26.5% | -35.8% | -18.9% |
| 6M | +2.1% | +31.1% | -29.1% | -10.6% |
| YTD | -12.6% | +6.6% | -19.3% | -18.7% |
| 1Y | -3.4% | +21.8% | -25.3% | -15.5% |
| 3Y | +156.5% | +1.8% | +154.7% | +121.0% |
| 5Y | +59.6% | -65.6% | +125.1% | +144.9% |
| All | +168.4% | +60.4% | +108.0% | +102.1% |
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