+105.0%
DAL vs SYF
+176.2%
-71.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.5% | -4.7% | -4.9% |
| 7D | +1.4% | -3.3% | +4.6% | +3.6% |
| 30D | +9.1% | -2.2% | +11.3% | +10.7% |
| 3M | -3.5% | -9.3% | +5.9% | +2.8% |
| 6M | +23.4% | +2.1% | +21.3% | +21.1% |
| YTD | +26.0% | -12.6% | +38.7% | +36.7% |
| 1Y | +44.6% | -3.4% | +48.1% | +46.9% |
| 3Y | +162.7% | +156.5% | +6.2% | +35.7% |
| 5Y | +113.0% | +59.6% | +53.4% | +45.2% |
| All | +105.0% | +176.2% | -71.1% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 SYF 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