+300.4%
SYF vs ETR
+387.7%
-87.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | -2.0% | +1.2% | -3.2% | -2.6% |
| 30D | +1.2% | +7.0% | -5.8% | -2.2% |
| 3M | -9.4% | +4.6% | -14.0% | -11.5% |
| 6M | +4.4% | +0.1% | +4.3% | +3.9% |
| YTD | -11.9% | +23.2% | -35.1% | -21.9% |
| 1Y | -0.4% | +20.6% | -21.0% | -10.9% |
| 3Y | +159.6% | +156.3% | +3.3% | +51.3% |
| 5Y | +60.9% | +159.6% | -98.8% | -9.1% |
| 10Y | +180.9% | +377.1% | -196.2% | +49.5% |
| All | +300.4% | +387.7% | -87.3% | +98.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling