+163.3%
SYF vs ENB
+63.8%
+99.5%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | 0.0% |
| 7D | -2.1% | -5.2% | +3.1% | -1.1% |
| 30D | +2.5% | +2.2% | +0.3% | +2.0% |
| 3M | -6.3% | -8.1% | +1.8% | -4.8% |
| 6M | -1.5% | -11.2% | +9.7% | +0.7% |
| YTD | -10.5% | +2.0% | -12.5% | -13.2% |
| 1Y | +1.5% | +4.1% | -2.6% | -2.4% |
| 3Y | +163.3% | +64.7% | +98.5% | +68.7% |
| All | +163.3% | +63.8% | +99.5% | +68.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling