+340.9%
SYF vs ESI
+58.9%
+282.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +19.2% |
| 6M | +16.3% | +6.6% | +9.8% | +9.2% |
| YTD | -3.0% | +45.0% | -48.0% | -21.5% |
| 1Y | +5.7% | +41.5% | -35.7% | -13.9% |
| 3Y | +160.1% | +78.8% | +81.3% | +89.1% |
| 5Y | +88.5% | +70.9% | +17.6% | +39.2% |
| 10Y | +263.1% | +317.1% | -54.0% | +90.0% |
| All | +340.9% | +58.9% | +282.0% | +166.5% |
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