+186.5%
SYF vs EMB
+31.5%
+154.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.0% |
| 7D | -4.2% | +0.5% | -4.7% | -5.1% |
| 30D | -1.1% | +0.9% | -2.0% | -2.6% |
| 3M | -7.9% | -2.1% | -5.8% | -4.3% |
| 6M | -1.1% | -2.2% | +1.1% | +3.2% |
| YTD | -12.6% | -0.6% | -12.0% | -11.2% |
| 1Y | -2.4% | +0.2% | -2.6% | -2.2% |
| 3Y | +156.6% | +29.5% | +127.1% | +65.3% |
| 5Y | +61.9% | +8.0% | +53.9% | +48.8% |
| 10Y | +186.5% | +35.3% | +151.1% | +137.1% |
| All | +186.5% | +31.5% | +154.9% | +137.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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