+186.5%
SYF vs ENB
+99.3%
+87.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.8% | -2.6% |
| 7D | -4.2% | -2.4% | -1.8% | -2.6% |
| 30D | -1.1% | +2.5% | -3.6% | -2.9% |
| 3M | -7.9% | -5.8% | -2.1% | -4.5% |
| 6M | -1.1% | -8.5% | +7.4% | +3.9% |
| YTD | -12.6% | +3.9% | -16.5% | -17.1% |
| 1Y | -2.4% | +3.7% | -6.1% | -7.5% |
| 3Y | +156.6% | +70.1% | +86.6% | +64.4% |
| 5Y | +61.9% | +53.2% | +8.7% | +11.7% |
| 10Y | +186.5% | +100.2% | +86.2% | +51.2% |
| All | +186.5% | +99.3% | +87.2% | +51.2% |
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