+91.3%
SYF vs ELF
+259.0%
-167.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.3% |
| 7D | +2.4% | +5.4% | -3.0% | +1.5% |
| 30D | +0.8% | +27.0% | -26.1% | -3.4% |
| 3M | +13.4% | +113.2% | -99.8% | -1.0% |
| 6M | +16.3% | +36.6% | -20.2% | +8.9% |
| YTD | -3.0% | +44.2% | -47.2% | -10.5% |
| 1Y | +5.7% | -18.0% | +23.7% | +5.6% |
| 3Y | +160.1% | -19.9% | +180.0% | +131.7% |
| All | +91.3% | +259.0% | -167.6% | -13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling