-5.9%
DASH vs SYF
+152.3%
-158.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.2% |
| 7D | -10.2% | -3.6% | -6.7% | -8.6% |
| 30D | -8.2% | -1.7% | -6.5% | -7.3% |
| 3M | -15.9% | -7.8% | -8.1% | -12.6% |
| 6M | +13.3% | +3.4% | +9.9% | +11.2% |
| YTD | -21.3% | -12.2% | -9.1% | -16.9% |
| 1Y | -11.1% | -1.6% | -9.6% | -11.5% |
| 3Y | +103.8% | +157.8% | -54.0% | +17.8% |
| 5Y | -21.6% | +61.9% | -83.5% | -49.5% |
| All | -5.9% | +152.3% | -158.3% | -37.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling