+91.3%
SYF vs EMB
+7.4%
+84.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +2.4% | 0.0% | +2.4% | +2.4% |
| 30D | +0.8% | -0.3% | +1.1% | +1.3% |
| 3M | +13.4% | -0.4% | +13.8% | +14.3% |
| 6M | +16.3% | +0.1% | +16.2% | +16.6% |
| YTD | -3.0% | +1.6% | -4.6% | -4.7% |
| 1Y | +5.7% | +5.6% | +0.1% | -1.6% |
| 3Y | +160.1% | +29.8% | +130.3% | +85.3% |
| All | +91.3% | +7.4% | +84.0% | +51.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling