+238.9%
SYF vs ELF
+383.9%
-145.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.7% | -6.2% | -1.7% |
| 7D | -2.1% | +4.0% | -6.1% | -3.1% |
| 30D | +2.5% | +10.6% | -8.1% | +0.1% |
| 3M | -6.3% | +25.8% | -32.1% | -11.4% |
| 6M | -1.5% | +89.1% | -90.5% | -15.8% |
| YTD | -10.5% | +52.7% | -63.2% | -20.9% |
| 1Y | +1.5% | +51.7% | -50.2% | -10.4% |
| 3Y | +163.3% | +14.2% | +149.0% | +113.8% |
| 5Y | +66.8% | +270.7% | -203.9% | -11.6% |
| 10Y | +228.5% | +341.9% | -113.4% | +38.8% |
| All | +238.9% | +383.9% | -145.0% | +43.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling