+388.0%
DELL vs SYF
+159.4%
+228.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.8% | -8.0% | -7.5% |
| 7D | +4.9% | -2.0% | +6.9% | +5.8% |
| 30D | -32.1% | +1.2% | -33.3% | -32.6% |
| 3M | -30.2% | -9.4% | -20.9% | -27.1% |
| 6M | +41.7% | +4.4% | +37.3% | +38.0% |
| YTD | +176.6% | -11.9% | +188.5% | +189.4% |
| 1Y | +159.9% | -0.4% | +160.4% | +155.4% |
| 3Y | +388.0% | +159.6% | +228.4% | +304.1% |
| All | +388.0% | +159.4% | +228.6% | +304.1% |
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