+308.6%
SYF vs ES
+146.8%
+161.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.1% | -3.4% | -2.0% |
| 7D | -3.8% | +5.9% | -9.7% | -5.7% |
| 30D | +2.6% | +10.2% | -7.6% | -0.8% |
| 3M | -6.5% | +0.4% | -6.9% | -6.8% |
| 6M | +0.8% | +6.9% | -6.0% | -1.7% |
| YTD | -10.1% | +10.5% | -20.6% | -13.9% |
| 1Y | +0.8% | +3.2% | -2.4% | -1.6% |
| 3Y | +158.8% | +49.0% | +109.8% | +113.8% |
| 5Y | +67.5% | +4.5% | +63.0% | +58.1% |
| 10Y | +230.0% | +92.3% | +137.6% | +193.3% |
| All | +308.6% | +146.8% | +161.8% | +226.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling