+100.2%
DAL vs SYF
+69.6%
+30.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.3% | -3.1% | -3.5% |
| 7D | +4.6% | -3.8% | +8.3% | +7.3% |
| 30D | +2.3% | +2.6% | -0.3% | +0.5% |
| 3M | -8.1% | -6.5% | -1.6% | -4.0% |
| 6M | +21.4% | +0.8% | +20.6% | +20.2% |
| YTD | +24.3% | -10.1% | +34.4% | +32.2% |
| 1Y | +47.4% | +0.8% | +46.5% | +45.4% |
| 3Y | +164.6% | +158.8% | +5.8% | +38.3% |
| 5Y | +100.2% | +67.5% | +32.7% | +39.1% |
| All | +100.2% | +69.6% | +30.6% | +39.1% |
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