+179.9%
SYF vs ELAN
-27.0%
+206.9%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.1% | -0.9% |
| 7D | -1.3% | -4.6% | +3.3% | +0.5% |
| 30D | -1.1% | +5.7% | -6.8% | -3.3% |
| 3M | +7.4% | -3.9% | +11.3% | +8.2% |
| 6M | +16.2% | -1.6% | +17.8% | +14.3% |
| YTD | -6.1% | +4.1% | -10.2% | -10.1% |
| 1Y | +3.4% | +25.5% | -22.2% | -9.2% |
| 3Y | +162.9% | +103.2% | +59.7% | +66.6% |
| 5Y | +85.6% | -29.8% | +115.4% | +100.7% |
| All | +179.9% | -27.0% | +206.9% | +131.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling