+147.5%
DAL vs SYF
+340.9%
-193.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.7% |
| 7D | +0.1% | +2.4% | -2.3% | -1.4% |
| 30D | -13.9% | +0.8% | -14.8% | -14.4% |
| 3M | +1.1% | +13.4% | -12.3% | -7.2% |
| 6M | +26.2% | +16.3% | +9.9% | +14.3% |
| YTD | +16.4% | -3.0% | +19.4% | +18.1% |
| 1Y | +33.9% | +5.7% | +28.1% | +28.2% |
| 3Y | +93.4% | +160.1% | -66.7% | +0.9% |
| 5Y | +106.4% | +88.5% | +17.8% | +27.7% |
| 10Y | +143.0% | +263.1% | -120.1% | -10.1% |
| All | +147.5% | +340.9% | -193.4% | -15.4% |
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