+114.2%
DAL vs SYF
+66.9%
+47.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.7% | +6.0% | +5.7% |
| 7D | +10.0% | -4.7% | +14.7% | +13.6% |
| 30D | +12.0% | +0.6% | +11.5% | +11.6% |
| 3M | +0.8% | -6.8% | +7.6% | +5.4% |
| 6M | +26.2% | +0.5% | +25.6% | +25.1% |
| YTD | +33.7% | -11.1% | +44.8% | +43.2% |
| 1Y | +57.6% | +1.3% | +56.3% | +55.0% |
| 3Y | +183.5% | +164.6% | +18.8% | +46.0% |
| 5Y | +114.2% | +65.2% | +49.0% | +49.3% |
| All | +114.2% | +66.9% | +47.3% | +49.3% |
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