+102.9%
DAL vs SYF
+65.2%
+37.7%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.5% |
| 7D | +8.8% | -2.1% | +10.9% | +10.4% |
| 30D | +5.4% | +2.5% | +2.9% | +3.6% |
| 3M | -4.9% | -6.3% | +1.3% | -0.9% |
| 6M | +19.8% | -1.5% | +21.3% | +20.4% |
| YTD | +27.0% | -10.5% | +37.5% | +35.4% |
| 1Y | +52.5% | +1.5% | +50.9% | +49.7% |
| 3Y | +173.8% | +163.3% | +10.6% | +41.5% |
| All | +102.9% | +65.2% | +37.7% | +40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling