+243.8%
SYF vs EOSE
-57.1%
+300.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +10.8% | -12.5% | -2.3% |
| 7D | +2.6% | +41.4% | -38.8% | +0.2% |
| 30D | 0.0% | +3.6% | -3.6% | -0.5% |
| 3M | +11.9% | -35.7% | +47.6% | +14.1% |
| 6M | +18.9% | -29.9% | +48.8% | +19.3% |
| YTD | -4.6% | -62.5% | +57.9% | -1.7% |
| 1Y | +6.4% | -37.4% | +43.8% | +4.9% |
| 3Y | +167.2% | +55.8% | +111.4% | +130.1% |
| 5Y | +92.3% | -67.8% | +160.2% | +58.6% |
| All | +243.8% | -57.1% | +300.9% | +218.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded EOSE 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling