+247.6%
SYF vs EVRG
+113.2%
+134.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.6% | -2.6% |
| 7D | -5.5% | -0.7% | -4.8% | -5.2% |
| 30D | -3.9% | 0.0% | -3.9% | -4.0% |
| 3M | +8.9% | -1.0% | +9.9% | +9.3% |
| 6M | +16.2% | +1.0% | +15.2% | +14.9% |
| YTD | -8.4% | +15.1% | -23.5% | -16.2% |
| 1Y | +2.6% | +17.6% | -15.0% | -7.6% |
| 3Y | +156.4% | +70.5% | +85.9% | +82.8% |
| 5Y | +78.2% | +48.9% | +29.3% | +35.5% |
| All | +247.6% | +113.2% | +134.3% | +127.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 EVRG 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