+74.4%
SYF vs EQX
+83.7%
-9.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.6% |
| 7D | -4.9% | -3.2% | -1.7% | -4.7% |
| 30D | -4.3% | +7.8% | -12.1% | -4.8% |
| 3M | +5.5% | +21.3% | -15.8% | +4.0% |
| 6M | +17.5% | -22.4% | +39.9% | +18.5% |
| YTD | -7.8% | -11.3% | +3.5% | -8.1% |
| 1Y | +1.6% | +13.5% | -11.9% | -0.4% |
| 3Y | +154.8% | +162.1% | -7.3% | +129.4% |
| All | +74.4% | +83.7% | -9.2% | +50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 5y: compounded portfolio wealth divided by compounded EQX 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…
5y analysis · Full analysis span regression · 6 months rolling