+297.1%
SYF vs EME
+1,571.2%
-1,274.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.2% |
| 7D | -3.3% | +11.3% | -14.6% | -9.1% |
| 30D | -2.2% | -14.6% | +12.4% | +5.6% |
| 3M | -9.3% | -20.4% | +11.1% | +1.0% |
| 6M | +2.1% | -28.3% | +30.3% | +18.4% |
| YTD | -12.6% | +8.6% | -21.2% | -22.8% |
| 1Y | -3.4% | +3.2% | -6.7% | -12.3% |
| 3Y | +156.5% | +216.8% | -60.3% | -1.3% |
| 5Y | +59.6% | +417.5% | -357.9% | -58.1% |
| 10Y | +178.6% | +922.2% | -743.6% | -55.4% |
| All | +297.1% | +1,571.2% | -1,274.1% | -47.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling