+159.4%
SYF vs ET
+97.4%
+62.0%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -2.1% |
| 7D | -1.3% | +0.6% | -2.0% | -1.7% |
| 30D | -1.1% | +5.3% | -6.4% | -4.0% |
| 3M | +7.4% | +15.6% | -8.2% | -1.8% |
| 6M | +16.2% | +20.6% | -4.4% | +2.4% |
| YTD | -6.1% | +38.5% | -44.7% | -25.5% |
| 1Y | +3.4% | +35.7% | -32.3% | -17.0% |
| All | +159.4% | +97.4% | +62.0% | +52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 3y: compounded portfolio wealth divided by compounded ET 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…
3y analysis · Full analysis span regression · 6 months rolling