-9.4%
DASH vs SYF
+69.6%
-79.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -1.3% | -8.1% | -8.7% |
| 7D | +0.5% | -3.8% | +4.3% | +2.7% |
| 30D | -7.1% | +2.6% | -9.7% | -8.3% |
| 3M | -13.2% | -6.5% | -6.7% | -10.1% |
| 6M | +8.3% | +0.8% | +7.5% | +7.5% |
| YTD | -20.6% | -10.1% | -10.4% | -16.8% |
| 1Y | -24.4% | +0.8% | -25.2% | -25.7% |
| 3Y | +94.5% | +158.8% | -64.3% | -0.2% |
| 5Y | -9.4% | +67.5% | -76.9% | -47.3% |
| All | -9.4% | +69.6% | -79.0% | -47.3% |
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