+21.8%
ENTG vs SYF
+89.2%
-67.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +2.4% |
| 7D | +8.9% | -1.3% | +10.3% | +9.8% |
| 30D | -0.8% | -1.1% | +0.3% | -0.2% |
| 3M | +6.6% | +7.4% | -0.9% | +1.1% |
| 6M | +22.1% | +16.2% | +5.9% | +9.9% |
| YTD | +70.2% | -6.1% | +76.3% | +74.6% |
| 1Y | +76.7% | +3.4% | +73.3% | +70.4% |
| 3Y | +50.5% | +162.9% | -112.4% | -22.3% |
| 5Y | +21.8% | +85.6% | -63.8% | -30.3% |
| All | +21.8% | +89.2% | -67.4% | -30.3% |
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