+262.7%
SYF vs ESI
+308.3%
-45.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.0% |
| 7D | -1.3% | +3.9% | -5.2% | -3.5% |
| 30D | -1.1% | -3.8% | +2.7% | +0.8% |
| 3M | +7.4% | -13.1% | +20.5% | +13.6% |
| 6M | +16.2% | +11.3% | +4.9% | +3.6% |
| YTD | -6.1% | +44.1% | -50.2% | -29.5% |
| 1Y | +3.4% | +40.3% | -37.0% | -21.7% |
| 3Y | +162.9% | +84.1% | +78.8% | +64.4% |
| 5Y | +85.6% | +75.8% | +9.8% | +17.7% |
| 10Y | +262.7% | +320.7% | -58.0% | +37.9% |
| All | +262.7% | +308.3% | -45.5% | +37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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