+340.9%
SYF vs EME
+1,800.6%
-1,459.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.9% |
| 7D | +2.4% | +1.9% | +0.5% | +1.3% |
| 30D | +0.8% | -8.3% | +9.1% | +5.6% |
| 3M | +13.4% | -10.7% | +24.2% | +18.3% |
| 6M | +16.3% | +1.9% | +14.4% | +10.9% |
| YTD | -3.0% | +23.5% | -26.5% | -18.9% |
| 1Y | +5.7% | +18.0% | -12.3% | -12.0% |
| 3Y | +160.1% | +236.1% | -76.0% | -0.9% |
| 5Y | +88.5% | +527.9% | -439.4% | -55.5% |
| 10Y | +263.1% | +1,252.8% | -989.7% | -48.7% |
| All | +340.9% | +1,800.6% | -1,459.7% | -45.1% |
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