+249.8%
DHR vs SYF
+178.4%
+71.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.5% | +0.2% |
| 7D | +1.2% | -2.0% | +3.2% | +1.6% |
| 30D | +3.7% | +1.2% | +2.5% | +3.4% |
| 3M | +14.5% | -9.4% | +23.9% | +16.7% |
| 6M | +40.9% | +4.4% | +36.5% | +39.1% |
| YTD | +2.4% | -11.9% | +14.3% | +4.3% |
| 1Y | +6.1% | -0.4% | +6.5% | +5.4% |
| 3Y | +21.0% | +159.6% | -138.6% | -3.0% |
| 5Y | -11.4% | +60.9% | -72.3% | -24.1% |
| All | +249.8% | +178.4% | +71.3% | +157.3% |
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