+891.0%
DE vs SYF
+297.1%
+593.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.7% |
| 7D | +2.3% | -3.3% | +5.6% | +3.6% |
| 30D | +4.4% | -2.2% | +6.6% | +5.1% |
| 3M | +9.8% | -9.3% | +19.1% | +13.3% |
| 6M | +15.8% | +2.1% | +13.7% | +13.9% |
| YTD | +47.0% | -12.6% | +59.6% | +51.8% |
| 1Y | +42.8% | -3.4% | +46.2% | +41.8% |
| 3Y | +88.9% | +156.5% | -67.6% | +23.3% |
| 5Y | +101.9% | +59.6% | +42.3% | +52.7% |
| 10Y | +767.5% | +178.6% | +588.9% | +372.7% |
| All | +891.0% | +297.1% | +593.9% | +417.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling