+92.3%
SYF vs EL
-67.4%
+159.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -1.0% |
| 7D | +2.6% | +1.7% | +0.9% | +2.1% |
| 30D | 0.0% | +15.5% | -15.5% | -4.6% |
| 3M | +11.9% | +20.6% | -8.6% | +5.3% |
| 6M | +18.9% | +10.5% | +8.4% | +13.8% |
| YTD | -4.6% | -1.9% | -2.7% | -6.4% |
| 1Y | +6.4% | +16.1% | -9.7% | -1.7% |
| 3Y | +167.2% | -30.2% | +197.4% | +174.1% |
| 5Y | +92.3% | -67.4% | +159.7% | +180.6% |
| All | +92.3% | -67.4% | +159.8% | +180.6% |
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