+186.5%
SYF vs ESI
+306.3%
-119.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.4% | -1.7% |
| 7D | -4.2% | -6.6% | +2.4% | -1.0% |
| 30D | -1.1% | -9.8% | +8.8% | +3.6% |
| 3M | -7.9% | -11.9% | +4.0% | -3.2% |
| 6M | -1.1% | -25.1% | +24.0% | +11.0% |
| YTD | -12.6% | +31.9% | -44.5% | -32.7% |
| 1Y | -2.4% | +19.2% | -21.6% | -20.3% |
| 3Y | +156.6% | +76.2% | +80.5% | +59.4% |
| 5Y | +61.9% | +39.4% | +22.5% | +14.5% |
| 10Y | +186.5% | +304.9% | -118.4% | +11.0% |
| All | +186.5% | +306.3% | -119.8% | +11.0% |
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