+218.5%
SYF vs ES
+85.7%
+132.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.4% | +0.6% |
| 7D | -2.1% | +1.9% | -4.0% | -2.8% |
| 30D | +2.5% | +7.1% | -4.5% | -0.2% |
| 3M | -6.3% | -1.9% | -4.3% | -5.8% |
| 6M | -1.5% | +4.4% | -5.8% | -3.4% |
| YTD | -10.5% | +7.3% | -17.8% | -13.8% |
| 1Y | +1.5% | +2.1% | -0.6% | -1.0% |
| 3Y | +163.3% | +41.8% | +121.4% | +117.1% |
| 5Y | +66.8% | +1.4% | +65.3% | +58.2% |
| All | +218.5% | +85.7% | +132.7% | +231.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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