+170.6%
SYF vs ESI
+318.1%
-147.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.2% |
| 7D | -2.0% | +5.5% | -7.5% | -5.1% |
| 30D | +1.2% | -7.8% | +8.9% | +4.6% |
| 3M | -9.4% | -15.0% | +5.6% | -2.9% |
| 6M | +4.4% | -24.9% | +29.3% | +17.2% |
| YTD | -11.9% | +33.2% | -45.1% | -32.7% |
| 1Y | -0.4% | +24.9% | -25.4% | -21.1% |
| 3Y | +159.6% | +77.8% | +81.8% | +60.2% |
| 5Y | +60.9% | +37.1% | +23.7% | +14.8% |
| All | +170.6% | +318.1% | -147.5% | -1.6% |
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