+210.4%
SYF vs ESTC
+31.2%
+179.2%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.5% | +4.6% | +1.0% |
| 7D | +2.4% | -8.1% | +10.5% | +4.1% |
| 30D | +0.8% | +31.7% | -30.8% | -5.9% |
| 3M | +13.4% | +41.1% | -27.7% | +3.8% |
| 6M | +16.3% | +77.1% | -60.7% | +0.3% |
| YTD | -3.0% | +21.7% | -24.7% | -9.5% |
| 1Y | +5.7% | +8.4% | -2.7% | +0.3% |
| 3Y | +160.1% | +23.6% | +136.5% | +125.8% |
| 5Y | +88.5% | -46.5% | +135.0% | +83.2% |
| All | +210.4% | +31.2% | +179.2% | +98.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling