-3.8%
ENTG vs SYF
+67.6%
-71.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -0.7% | +10.1% | +9.9% |
| 7D | -7.6% | -4.3% | -3.3% | -4.9% |
| 30D | -15.5% | +1.0% | -16.5% | -16.3% |
| 3M | -7.8% | -6.4% | -1.4% | -4.3% |
| 6M | -5.9% | +1.0% | -6.9% | -7.9% |
| YTD | +66.7% | -10.7% | +77.5% | +76.1% |
| 1Y | +62.1% | +1.8% | +60.3% | +56.6% |
| 3Y | +56.3% | +165.8% | -109.6% | -21.9% |
| 5Y | -3.8% | +65.9% | -69.7% | -39.8% |
| All | -3.8% | +67.6% | -71.4% | -39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 5y: compounded portfolio wealth divided by compounded SYF 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…
5y analysis · Full analysis span regression · 6 months rolling