-100.0%
DFNS vs SYF
+282.3%
-382.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -3.1% |
| 7D | -42.8% | -4.3% | -38.6% | -43.1% |
| 30D | -67.6% | +1.0% | -68.6% | -67.5% |
| 3M | -94.9% | -6.4% | -88.5% | -94.9% |
| 6M | -96.7% | +1.0% | -97.7% | -96.7% |
| YTD | -99.6% | -10.7% | -88.9% | -99.6% |
| 1Y | -99.7% | +1.8% | -101.5% | -99.7% |
| 3Y | -100.0% | +165.8% | -265.8% | -100.0% |
| 5Y | -100.0% | +65.9% | -165.9% | -100.0% |
| All | -100.0% | +282.3% | -382.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling