-100.0%
DFNS vs SYF
+274.2%
-374.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -0.5% | -18.9% | -19.4% |
| 7D | -12.7% | -3.3% | -9.4% | -12.9% |
| 30D | -65.2% | -2.2% | -63.0% | -65.3% |
| 3M | -94.6% | -9.3% | -85.2% | -94.6% |
| 6M | -96.2% | +2.1% | -98.3% | -96.2% |
| YTD | -99.6% | -12.6% | -87.0% | -99.6% |
| 1Y | -99.7% | -3.4% | -96.2% | -99.7% |
| 3Y | -100.0% | +156.5% | -256.5% | -100.0% |
| 5Y | -100.0% | +59.6% | -159.5% | -100.0% |
| All | -100.0% | +274.2% | -374.2% | -100.0% |
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