+3,922.7%
DELL vs SYF
+255.8%
+3,666.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.5% | -2.9% | -4.4% |
| 7D | -1.9% | -5.5% | +3.6% | +0.3% |
| 30D | +14.9% | -3.9% | +18.7% | +16.9% |
| 3M | +37.2% | +8.9% | +28.3% | +32.2% |
| 6M | +254.0% | +16.2% | +237.8% | +231.7% |
| YTD | +306.1% | -8.4% | +314.6% | +315.1% |
| 1Y | +312.3% | +2.6% | +309.7% | +301.4% |
| 3Y | +654.0% | +156.4% | +497.7% | +410.3% |
| 5Y | +1,055.3% | +78.2% | +977.2% | +767.6% |
| All | +3,922.7% | +255.8% | +3,666.9% | +2,148.7% |
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 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