+303.9%
SYF vs EMB
+44.5%
+259.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -1.7% |
| 7D | -4.7% | +0.8% | -5.5% | -6.0% |
| 30D | +0.6% | +1.5% | -0.9% | -1.9% |
| 3M | -6.8% | -1.9% | -4.9% | -3.8% |
| 6M | +0.5% | -1.6% | +2.2% | +3.6% |
| YTD | -11.1% | 0.0% | -11.1% | -10.7% |
| 1Y | +1.3% | +1.1% | +0.2% | +0.1% |
| 3Y | +164.6% | +30.9% | +133.8% | +73.1% |
| 5Y | +65.2% | +7.1% | +58.1% | +53.2% |
| 10Y | +204.6% | +31.1% | +173.5% | +126.2% |
| All | +303.9% | +44.5% | +259.5% | +173.2% |
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