+168.4%
SYF vs ENB
+108.4%
+60.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.8% |
| 7D | -3.3% | 0.0% | -3.3% | -3.3% |
| 30D | -2.2% | +1.4% | -3.5% | -3.3% |
| 3M | -9.3% | -5.2% | -4.2% | -6.4% |
| 6M | +2.1% | -9.9% | +12.0% | +8.5% |
| YTD | -12.6% | +4.7% | -17.3% | -17.6% |
| 1Y | -3.4% | +2.8% | -6.2% | -7.9% |
| 3Y | +156.5% | +71.3% | +85.2% | +63.0% |
| 5Y | +59.6% | +58.6% | +1.0% | +7.0% |
| All | +168.4% | +108.4% | +60.0% | +42.2% |
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