+340.9%
SYF vs ET
+97.4%
+243.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +2.4% | +0.9% | +1.5% | +2.1% |
| 30D | +0.8% | +7.5% | -6.6% | -1.3% |
| 3M | +13.4% | +11.4% | +2.0% | +9.6% |
| 6M | +16.3% | +18.5% | -2.2% | +10.1% |
| YTD | -3.0% | +37.4% | -40.4% | -12.4% |
| 1Y | +5.7% | +30.9% | -25.2% | -3.2% |
| 3Y | +160.1% | +98.7% | +61.4% | +112.2% |
| 5Y | +88.5% | +230.7% | -142.2% | +33.9% |
| 10Y | +263.1% | +175.6% | +87.5% | +146.8% |
| All | +340.9% | +97.4% | +243.5% | +204.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling