+174.7%
SYF vs ESI
+81.9%
+92.8%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.9% | -1.2% |
| 7D | +2.4% | +3.3% | -0.9% | +0.9% |
| 30D | +0.8% | -5.9% | +6.7% | +3.3% |
| 3M | +13.4% | -14.1% | +27.5% | +18.9% |
| 6M | +16.3% | +6.6% | +9.8% | +7.2% |
| YTD | -3.0% | +45.0% | -48.0% | -26.1% |
| 1Y | +5.7% | +41.5% | -35.7% | -18.9% |
| All | +174.7% | +81.9% | +92.8% | +76.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling