+170.6%
SYF vs EME
+905.2%
-734.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.1% |
| 7D | -2.0% | +8.4% | -10.4% | -6.6% |
| 30D | +1.2% | -11.5% | +12.7% | +7.2% |
| 3M | -9.4% | -20.6% | +11.3% | +1.3% |
| 6M | +4.4% | -28.5% | +32.9% | +21.7% |
| YTD | -11.9% | +8.0% | -19.9% | -22.3% |
| 1Y | -0.4% | +6.8% | -7.2% | -11.8% |
| 3Y | +159.6% | +213.9% | -54.3% | -4.2% |
| 5Y | +60.9% | +414.8% | -353.9% | -60.6% |
| All | +170.6% | +905.2% | -734.6% | -60.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling