+305.8%
SYF vs ESI
+45.5%
+260.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.1% | -5.8% | -2.9% |
| 7D | -4.3% | -3.5% | -0.8% | -3.2% |
| 30D | +1.0% | -9.3% | +10.3% | +4.5% |
| 3M | -6.4% | -12.8% | +6.4% | -2.2% |
| 6M | +1.0% | -24.6% | +25.6% | +10.4% |
| YTD | -10.7% | +32.7% | -43.5% | -25.9% |
| 1Y | +1.8% | +20.3% | -18.5% | -11.9% |
| 3Y | +165.8% | +80.2% | +85.7% | +90.3% |
| 5Y | +65.9% | +40.0% | +26.0% | +31.5% |
| 10Y | +206.0% | +310.8% | -104.8% | +62.3% |
| All | +305.8% | +45.5% | +260.3% | +151.3% |
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