+159.6%
SYF vs ESTC
+14.8%
+144.8%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.0% |
| 7D | -2.0% | +2.4% | -4.4% | -2.5% |
| 30D | +1.2% | -4.2% | +5.4% | +1.7% |
| 3M | -9.4% | +2.5% | -11.8% | -10.7% |
| 6M | +4.4% | +81.5% | -77.1% | -9.0% |
| YTD | -11.9% | +16.8% | -28.8% | -16.5% |
| 1Y | -0.4% | -3.5% | +3.0% | -2.2% |
| 3Y | +159.6% | +17.7% | +141.8% | +137.4% |
| All | +159.6% | +14.8% | +144.8% | +137.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling