+303.9%
SYF vs EL
+78.7%
+225.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -1.8% |
| 7D | -4.7% | +8.0% | -12.7% | -7.8% |
| 30D | +0.6% | +15.4% | -14.8% | -5.4% |
| 3M | -6.8% | +28.5% | -35.3% | -17.1% |
| 6M | +0.5% | +32.2% | -31.7% | -12.1% |
| YTD | -11.1% | +9.2% | -20.3% | -18.0% |
| 1Y | +1.3% | +30.8% | -29.5% | -13.9% |
| 3Y | +164.6% | +3.7% | +161.0% | +127.2% |
| 5Y | +65.2% | -64.8% | +130.0% | +144.1% |
| 10Y | +204.6% | +60.0% | +144.6% | +120.6% |
| All | +303.9% | +78.7% | +225.2% | +194.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling