+340.9%
SYF vs ETR
+367.8%
-26.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | +2.4% | +1.4% | +1.0% | +1.7% |
| 30D | +0.8% | +1.0% | -0.1% | +0.3% |
| 3M | +13.4% | -1.3% | +14.7% | +13.8% |
| 6M | +16.3% | +1.9% | +14.5% | +14.1% |
| YTD | -3.0% | +18.2% | -21.2% | -12.1% |
| 1Y | +5.7% | +24.7% | -19.0% | -7.2% |
| 3Y | +160.1% | +150.7% | +9.4% | +52.7% |
| 5Y | +88.5% | +127.0% | -38.5% | +14.6% |
| 10Y | +263.1% | +295.5% | -32.4% | +101.5% |
| All | +340.9% | +367.8% | -26.9% | +123.2% |
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