-99.9%
DFNS vs SYF
+89.2%
-189.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.6% | -3.0% | -4.8% |
| 7D | +4.6% | -1.3% | +6.0% | +4.4% |
| 30D | -73.9% | -1.1% | -72.8% | -73.9% |
| 3M | -71.7% | +7.4% | -79.1% | -71.5% |
| 6M | -94.6% | +16.2% | -110.8% | -94.4% |
| YTD | -98.1% | -6.1% | -91.9% | -98.2% |
| 1Y | -98.3% | +3.4% | -101.7% | -98.3% |
| 3Y | -99.9% | +162.9% | -262.7% | -99.9% |
| 5Y | -99.9% | +85.6% | -185.5% | -99.9% |
| All | -99.9% | +89.2% | -189.1% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling