+206.0%
SYF vs EL
+63.1%
+142.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -1.8% |
| 7D | -4.3% | +8.0% | -12.3% | -7.4% |
| 30D | +1.0% | +15.4% | -14.4% | -5.0% |
| 3M | -6.4% | +28.5% | -34.9% | -16.8% |
| 6M | +1.0% | +32.2% | -31.2% | -11.8% |
| YTD | -10.7% | +9.2% | -19.9% | -17.7% |
| 1Y | +1.8% | +30.8% | -29.0% | -13.6% |
| 3Y | +165.8% | +3.7% | +162.2% | +127.7% |
| 5Y | +65.9% | -64.8% | +130.7% | +151.8% |
| 10Y | +206.0% | +60.0% | +146.0% | +146.4% |
| All | +206.0% | +63.1% | +142.9% | +146.4% |
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