+5.7%
SYF vs ESTC
+7.3%
-1.6%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.5% | +4.6% | +0.5% |
| 7D | +2.4% | -8.1% | +10.5% | +3.1% |
| 30D | +0.8% | +31.7% | -30.8% | -2.5% |
| 3M | +13.4% | +41.1% | -27.7% | +8.6% |
| 6M | +16.3% | +77.1% | -60.7% | +7.6% |
| YTD | -3.0% | +21.7% | -24.7% | -7.0% |
| 1Y | +5.7% | +8.4% | -2.7% | +1.6% |
| All | +5.7% | +7.3% | -1.6% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 1y: compounded portfolio wealth divided by compounded ESTC 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…
1y analysis · Full analysis span regression · 6 months rolling