+184.4%
SYF vs ESTC
+28.9%
+155.4%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.9% | -5.6% | -1.7% |
| 7D | -4.7% | -1.2% | -3.5% | -4.5% |
| 30D | +0.6% | -8.1% | +8.7% | +2.1% |
| 3M | -6.8% | +20.2% | -27.0% | -11.7% |
| 6M | +0.5% | +72.7% | -72.2% | -12.8% |
| YTD | -11.1% | +19.6% | -30.8% | -17.2% |
| 1Y | +1.3% | +0.3% | +1.0% | -2.3% |
| 3Y | +164.6% | +22.8% | +141.8% | +130.0% |
| 5Y | +65.2% | -50.9% | +116.0% | +63.6% |
| All | +184.4% | +28.9% | +155.4% | +81.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling