+268.7%
SYF vs EL
+32.7%
+236.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -0.8% |
| 7D | +2.6% | +1.7% | +0.9% | +1.9% |
| 30D | 0.0% | +15.5% | -15.5% | -6.4% |
| 3M | +11.9% | +20.6% | -8.6% | +2.7% |
| 6M | +18.9% | +10.5% | +8.4% | +11.5% |
| YTD | -4.6% | -1.9% | -2.7% | -7.5% |
| 1Y | +6.4% | +16.1% | -9.7% | -5.1% |
| 3Y | +167.2% | -30.2% | +197.4% | +176.9% |
| 5Y | +92.3% | -67.4% | +159.7% | +198.8% |
| All | +268.7% | +32.7% | +236.0% | +210.5% |
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