+168.4%
SYF vs ELF
+316.3%
-147.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.7% | +0.4% |
| 7D | -3.3% | +3.4% | -6.6% | -4.0% |
| 30D | -2.2% | +5.0% | -7.1% | -3.4% |
| 3M | -9.3% | +22.6% | -31.9% | -13.8% |
| 6M | +2.1% | +104.0% | -101.9% | -14.4% |
| YTD | -12.6% | +49.3% | -61.9% | -22.4% |
| 1Y | -3.4% | +46.0% | -49.5% | -14.0% |
| 3Y | +156.5% | +19.4% | +137.1% | +105.2% |
| 5Y | +59.6% | +262.0% | -202.4% | -15.5% |
| All | +168.4% | +316.3% | -147.9% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 10y: compounded portfolio wealth divided by compounded ELF 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…
10y analysis · Full analysis span regression · 6 months rolling