+247.6%
SYF vs EMB
+30.4%
+217.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -1.1% |
| 7D | -5.5% | -1.1% | -4.4% | -3.7% |
| 30D | -3.9% | -1.1% | -2.8% | -2.0% |
| 3M | +8.9% | -0.8% | +9.7% | +10.6% |
| 6M | +16.2% | -0.1% | +16.3% | +16.8% |
| YTD | -8.4% | +0.4% | -8.9% | -8.7% |
| 1Y | +2.6% | +3.3% | -0.7% | -2.2% |
| 3Y | +156.4% | +29.0% | +127.3% | +68.8% |
| 5Y | +78.2% | +6.3% | +71.8% | +68.4% |
| All | +247.6% | +30.4% | +217.2% | +176.4% |
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