+206.0%
SYF vs ES
+82.6%
+123.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | -4.3% | -0.1% | -4.2% | -4.3% |
| 30D | +1.0% | +5.7% | -4.7% | -1.2% |
| 3M | -6.4% | -2.8% | -3.6% | -5.6% |
| 6M | +1.0% | +7.0% | -6.0% | -1.9% |
| YTD | -10.7% | +6.8% | -17.5% | -13.9% |
| 1Y | +1.8% | -0.5% | +2.2% | +0.3% |
| 3Y | +165.8% | +47.2% | +118.7% | +114.8% |
| 5Y | +65.9% | +2.3% | +63.7% | +56.5% |
| 10Y | +206.0% | +85.6% | +120.3% | +212.1% |
| All | +206.0% | +82.6% | +123.4% | +212.1% |
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