+4.1%
SYF vs EME
-3.1%
+7.1%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -9.6% | +9.4% | +1.5% |
| 7D | -0.4% | -5.8% | +5.4% | +0.4% |
| 30D | +4.4% | -17.9% | +22.3% | +7.9% |
| 3M | -4.7% | -22.0% | +17.3% | -0.7% |
| 6M | +1.9% | -29.7% | +31.6% | +8.3% |
| YTD | -8.9% | +4.7% | -13.7% | -12.3% |
| 1Y | +4.1% | -2.1% | +6.2% | +2.7% |
| All | +4.1% | -3.1% | +7.1% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 1y: compounded portfolio wealth divided by compounded EME 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…
1y analysis · Full analysis span regression · 6 months rolling