+854.6%
DE vs SYF
+255.8%
+598.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +1.0% |
| 7D | -2.4% | -5.5% | +3.2% | -0.3% |
| 30D | +9.7% | -3.9% | +13.6% | +11.1% |
| 3M | +21.4% | +8.9% | +12.4% | +16.9% |
| 6M | +15.0% | +16.2% | -1.2% | +7.8% |
| YTD | +46.4% | -8.4% | +54.9% | +49.1% |
| 1Y | +45.6% | +2.6% | +43.0% | +41.4% |
| 3Y | +76.8% | +156.4% | -79.6% | +13.8% |
| 5Y | +99.4% | +78.2% | +21.2% | +42.9% |
| All | +854.6% | +255.8% | +598.8% | +390.3% |
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 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