+50.6%
DDOG vs SYF
+89.0%
-38.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.4% | -0.6% |
| 7D | -6.1% | +2.6% | -8.7% | -7.2% |
| 30D | -10.1% | 0.0% | -10.2% | -10.3% |
| 3M | -9.3% | +11.9% | -21.2% | -14.4% |
| 6M | +67.2% | +18.9% | +48.3% | +52.1% |
| YTD | +54.6% | -4.6% | +59.2% | +55.1% |
| 1Y | +54.1% | +6.4% | +47.7% | +46.3% |
| 3Y | +115.3% | +167.2% | -51.9% | +19.9% |
| 5Y | +50.6% | +92.3% | -41.7% | -8.0% |
| All | +50.6% | +89.0% | -38.4% | -8.0% |
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 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