+45.6%
DE vs SYF
+0.9%
+44.7%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.5% |
| 7D | -2.4% | -5.5% | +3.2% | -1.4% |
| 30D | +9.7% | -3.9% | +13.6% | +10.3% |
| 3M | +21.4% | +8.9% | +12.4% | +19.3% |
| 6M | +15.0% | +16.2% | -1.2% | +11.9% |
| YTD | +46.4% | -8.4% | +54.9% | +47.0% |
| 1Y | +45.6% | +2.6% | +43.0% | +43.7% |
| All | +45.6% | +0.9% | +44.7% | +43.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling