+2,876.0%
DELL vs SYF
+176.2%
+2,699.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | +17.1% | -3.3% | +20.4% | +18.7% |
| 30D | -35.1% | -2.2% | -32.9% | -34.5% |
| 3M | -23.3% | -9.3% | -13.9% | -20.2% |
| 6M | +55.8% | +2.1% | +53.8% | +53.6% |
| YTD | +198.0% | -12.6% | +210.6% | +210.1% |
| 1Y | +166.6% | -3.4% | +170.0% | +166.6% |
| 3Y | +427.6% | +156.5% | +271.2% | +256.8% |
| 5Y | +630.6% | +59.6% | +571.1% | +470.5% |
| All | +2,876.0% | +176.2% | +2,699.8% | +1,673.4% |
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 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