+11.7%
DASH vs SYF
+178.7%
-167.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.1% | -4.7% | -4.7% |
| 7D | -10.6% | +2.4% | -13.0% | -11.6% |
| 30D | +2.2% | +0.8% | +1.3% | +1.5% |
| 3M | +32.3% | +13.4% | +18.9% | +24.0% |
| 6M | +19.1% | +16.3% | +2.8% | +10.4% |
| YTD | -6.5% | -3.0% | -3.5% | -6.1% |
| 1Y | -14.9% | +5.7% | -20.6% | -18.3% |
| 3Y | +151.9% | +160.1% | -8.2% | +45.5% |
| 5Y | +9.4% | +88.5% | -79.1% | -33.4% |
| All | +11.7% | +178.7% | -167.0% | -29.2% |
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