+77.2%
DE vs SYF
+164.8%
-87.6%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.4% |
| 7D | +0.7% | +2.6% | -1.9% | 0.0% |
| 30D | +9.6% | 0.0% | +9.6% | +9.5% |
| 3M | +19.0% | +11.9% | +7.1% | +15.2% |
| 6M | +16.1% | +18.9% | -2.9% | +10.4% |
| YTD | +47.0% | -4.6% | +51.6% | +47.5% |
| 1Y | +43.1% | +6.4% | +36.8% | +38.9% |
| All | +77.2% | +164.8% | -87.6% | +29.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling