+98.2%
DE vs SYF
+89.2%
+9.0%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | 0.0% |
| 7D | -3.0% | -1.3% | -1.7% | -2.6% |
| 30D | +11.1% | -1.1% | +12.2% | +11.3% |
| 3M | +17.6% | +7.4% | +10.2% | +14.6% |
| 6M | +13.6% | +16.2% | -2.6% | +7.8% |
| YTD | +46.3% | -6.1% | +52.4% | +47.5% |
| 1Y | +44.2% | +3.4% | +40.8% | +40.6% |
| 3Y | +76.6% | +162.9% | -86.3% | +21.4% |
| 5Y | +98.2% | +85.6% | +12.6% | +45.7% |
| All | +98.2% | +89.2% | +9.0% | +45.7% |
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 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