+340.9%
SYF vs EMB
+46.7%
+294.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.4% |
| 3M | +13.4% | -0.4% | +13.8% | +14.5% |
| 6M | +16.3% | +0.1% | +16.2% | +16.6% |
| YTD | -3.0% | +1.6% | -4.6% | -5.1% |
| 1Y | +5.7% | +5.6% | +0.1% | -2.8% |
| 3Y | +160.1% | +29.8% | +130.3% | +72.3% |
| 5Y | +88.5% | +7.3% | +81.2% | +74.4% |
| 10Y | +263.1% | +30.4% | +232.6% | +168.0% |
| All | +340.9% | +46.7% | +294.2% | +190.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling