-29.3%
DASH vs SYF
+60.4%
-89.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -1.1% |
| 7D | -4.5% | -2.0% | -2.5% | -3.5% |
| 30D | -6.8% | +1.2% | -8.0% | -7.3% |
| 3M | -20.7% | -9.4% | -11.3% | -16.5% |
| 6M | +15.1% | +4.4% | +10.6% | +12.0% |
| YTD | -24.3% | -11.9% | -12.4% | -19.8% |
| 1Y | -12.1% | -0.4% | -11.7% | -13.2% |
| 3Y | +91.1% | +159.6% | -68.5% | -2.2% |
| All | -29.3% | +60.4% | -89.7% | -59.5% |
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