+61.9%
SYF vs ES
+3.8%
+58.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.2% |
| 7D | -3.6% | +0.1% | -3.7% | -3.6% |
| 30D | -1.7% | +6.7% | -8.4% | -3.2% |
| 3M | -7.8% | +0.3% | -8.1% | -8.0% |
| 6M | +3.4% | +7.4% | -4.0% | +1.7% |
| YTD | -12.2% | +8.4% | -20.6% | -14.3% |
| 1Y | -1.6% | +0.6% | -2.2% | -2.5% |
| 3Y | +157.8% | +50.6% | +107.2% | +121.8% |
| 5Y | +61.9% | +4.8% | +57.1% | +51.2% |
| All | +61.9% | +3.8% | +58.1% | +51.2% |
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 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