+154.8%
SYF vs ELAN
+99.1%
+55.8%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.6% | +0.4% |
| 7D | -4.9% | -5.4% | +0.5% | -3.6% |
| 30D | -4.3% | +4.7% | -9.0% | -5.4% |
| 3M | +5.5% | -3.7% | +9.2% | +6.0% |
| 6M | +17.5% | -1.2% | +18.7% | +16.4% |
| YTD | -7.8% | +2.4% | -10.2% | -9.6% |
| 1Y | +1.6% | +23.4% | -21.7% | -5.2% |
| 3Y | +154.8% | +96.7% | +58.1% | +106.8% |
| All | +154.8% | +99.1% | +55.8% | +106.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 3y: compounded portfolio wealth divided by compounded ELAN 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…
3y analysis · Full analysis span regression · 6 months rolling