+168.4%
SYF vs ETR
+379.5%
-211.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -3.3% | +1.5% | -4.7% | -4.0% |
| 30D | -2.2% | +6.6% | -8.8% | -5.6% |
| 3M | -9.3% | +4.4% | -13.8% | -11.6% |
| 6M | +2.1% | -0.3% | +2.3% | +1.7% |
| YTD | -12.6% | +23.3% | -36.0% | -23.8% |
| 1Y | -3.4% | +18.9% | -22.3% | -14.1% |
| 3Y | +156.5% | +155.5% | +1.0% | +38.6% |
| 5Y | +59.6% | +159.9% | -100.3% | -17.6% |
| All | +168.4% | +379.5% | -211.1% | +48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 10y: compounded portfolio wealth divided by compounded ETR 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…
10y analysis · Full analysis span regression · 6 months rolling