+262.7%
SYF vs ENB
+98.3%
+164.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -1.0% | -1.2% |
| 7D | -1.3% | -0.3% | -1.0% | -1.1% |
| 30D | -1.1% | -1.1% | 0.0% | -0.5% |
| 3M | +7.4% | -8.5% | +15.9% | +13.3% |
| 6M | +16.2% | -4.5% | +20.8% | +18.5% |
| YTD | -6.1% | +9.1% | -15.2% | -13.6% |
| 1Y | +3.4% | +8.0% | -4.6% | -4.5% |
| 3Y | +162.9% | +77.8% | +85.0% | +64.1% |
| 5Y | +85.6% | +69.4% | +16.2% | +19.9% |
| 10Y | +262.7% | +100.5% | +162.3% | +91.4% |
| All | +262.7% | +98.3% | +164.5% | +91.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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