+306.8%
SYF vs ESI
+38.4%
+268.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.4% | -1.3% |
| 7D | -2.1% | -8.5% | +6.4% | +1.3% |
| 30D | +2.5% | -15.7% | +18.2% | +9.4% |
| 3M | -6.3% | -18.2% | +12.0% | +0.7% |
| 6M | -1.5% | -28.8% | +27.4% | +10.4% |
| YTD | -10.5% | +26.3% | -36.8% | -24.1% |
| 1Y | +1.5% | +18.2% | -16.7% | -11.5% |
| 3Y | +163.3% | +68.1% | +95.2% | +94.3% |
| 5Y | +66.8% | +28.8% | +38.0% | +36.8% |
| 10Y | +228.5% | +329.8% | -101.3% | +75.1% |
| All | +306.8% | +38.4% | +268.4% | +157.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling