+91.3%
SYF vs ES
-5.6%
+97.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | +2.4% | +0.3% | +2.1% | +2.3% |
| 30D | +0.8% | -2.0% | +2.8% | +1.2% |
| 3M | +13.4% | +1.7% | +11.7% | +13.0% |
| 6M | +16.3% | -3.5% | +19.9% | +17.1% |
| YTD | -3.0% | +7.9% | -10.9% | -5.0% |
| 1Y | +5.7% | +17.2% | -11.4% | +0.5% |
| 3Y | +160.1% | +29.3% | +130.8% | +136.6% |
| All | +91.3% | -5.6% | +97.0% | +87.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling