-98.3%
DFNS vs SYF
+7.1%
-105.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.4% |
| 7D | -16.0% | +2.4% | -18.4% | -19.2% |
| 30D | -77.7% | +0.8% | -78.5% | -78.4% |
| 3M | -77.2% | +13.4% | -90.6% | -79.6% |
| 6M | -95.2% | +16.3% | -111.5% | -95.7% |
| YTD | -98.0% | -3.0% | -95.0% | -97.9% |
| 1Y | -98.3% | +5.7% | -104.0% | -98.5% |
| All | -98.3% | +7.1% | -105.3% | -98.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling