+299.1%
SYF vs EVRG
+276.1%
+23.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.6% | +0.5% |
| 7D | -3.6% | +2.5% | -6.0% | -4.7% |
| 30D | -1.7% | +8.4% | -10.1% | -5.6% |
| 3M | -7.8% | +8.6% | -16.4% | -11.6% |
| 6M | +3.4% | +7.7% | -4.3% | -0.6% |
| YTD | -12.2% | +25.0% | -37.2% | -22.2% |
| 1Y | -1.6% | +18.7% | -20.3% | -10.6% |
| 3Y | +157.8% | +102.1% | +55.7% | +75.2% |
| 5Y | +61.9% | +66.8% | -5.0% | +19.8% |
| 10Y | +180.0% | +123.5% | +56.5% | +88.8% |
| All | +299.1% | +276.1% | +23.0% | +135.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling