+66.5%
SYF vs EL
-66.1%
+132.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.7% | -1.1% |
| 7D | -2.1% | +0.8% | -2.9% | -2.5% |
| 30D | +2.5% | +16.5% | -14.0% | -2.3% |
| 3M | -6.3% | +29.2% | -35.4% | -14.0% |
| 6M | -1.5% | +27.9% | -29.4% | -9.6% |
| YTD | -10.5% | +6.2% | -16.7% | -14.6% |
| 1Y | +1.5% | +27.2% | -25.7% | -8.8% |
| 3Y | +163.3% | +3.2% | +160.1% | +134.4% |
| All | +66.5% | -66.1% | +132.7% | +132.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling