+186.5%
SYF vs ES
+87.3%
+99.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.1% |
| 7D | -4.2% | +0.9% | -5.0% | -4.5% |
| 30D | -1.1% | +5.9% | -7.0% | -3.3% |
| 3M | -7.9% | -1.0% | -6.9% | -7.7% |
| 6M | -1.1% | +7.2% | -8.3% | -4.0% |
| YTD | -12.6% | +7.0% | -19.6% | -15.7% |
| 1Y | -2.4% | +0.5% | -2.8% | -4.1% |
| 3Y | +156.6% | +48.7% | +108.0% | +106.3% |
| 5Y | +61.9% | +1.9% | +60.0% | +53.0% |
| 10Y | +186.5% | +89.2% | +97.3% | +188.2% |
| All | +186.5% | +87.3% | +99.1% | +188.2% |
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