+164.2%
DAL vs SYF
+308.6%
-144.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.3% | -3.1% | -3.5% |
| 7D | +4.6% | -3.8% | +8.3% | +7.2% |
| 30D | +2.3% | +2.6% | -0.3% | +0.6% |
| 3M | -8.1% | -6.5% | -1.6% | -4.1% |
| 6M | +21.4% | +0.8% | +20.6% | +20.3% |
| YTD | +24.3% | -10.1% | +34.4% | +32.3% |
| 1Y | +47.4% | +0.8% | +46.5% | +45.7% |
| 3Y | +164.6% | +158.8% | +5.8% | +38.7% |
| 5Y | +100.2% | +67.5% | +32.7% | +34.0% |
| 10Y | +124.9% | +230.0% | -105.1% | -11.7% |
| All | +164.2% | +308.6% | -144.4% | -5.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling