+499.9%
DDOG vs SYF
+168.9%
+331.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.6% | +8.8% | +7.6% |
| 7D | +7.7% | -1.3% | +9.0% | +8.1% |
| 30D | -13.6% | -1.1% | -12.5% | -13.4% |
| 3M | -0.9% | +7.4% | -8.3% | -3.5% |
| 6M | +75.2% | +16.2% | +59.0% | +65.7% |
| YTD | +65.7% | -6.1% | +71.8% | +66.9% |
| 1Y | +60.4% | +3.4% | +57.0% | +56.5% |
| 3Y | +130.7% | +162.9% | -32.2% | +66.5% |
| 5Y | +59.9% | +85.6% | -25.7% | +22.7% |
| All | +499.9% | +168.9% | +331.0% | +367.0% |
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