+694.6%
DELL vs SYF
+170.1%
+524.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.6% |
| 7D | +25.6% | +2.6% | +23.0% | +24.4% |
| 30D | +17.7% | 0.0% | +17.6% | +17.8% |
| 3M | +33.4% | +11.9% | +21.5% | +26.5% |
| 6M | +266.2% | +18.9% | +247.3% | +237.0% |
| YTD | +328.0% | -4.6% | +332.6% | +332.1% |
| 1Y | +339.6% | +6.4% | +333.2% | +319.2% |
| 3Y | +694.6% | +167.2% | +527.4% | +535.5% |
| All | +694.6% | +170.1% | +524.5% | +535.5% |
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