+204.4%
DHR vs SYF
+255.8%
-51.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.5% | +0.4% | -1.6% |
| 7D | -5.0% | -5.5% | +0.5% | -3.8% |
| 30D | -3.3% | -3.9% | +0.5% | -2.6% |
| 3M | +9.4% | +8.9% | +0.5% | +7.3% |
| 6M | +3.2% | +16.2% | -13.1% | -0.3% |
| YTD | -12.0% | -8.4% | -3.6% | -11.0% |
| 1Y | +4.9% | +2.6% | +2.3% | +3.5% |
| 3Y | -7.4% | +156.4% | -163.7% | -25.5% |
| 5Y | -29.8% | +78.2% | -107.9% | -41.0% |
| All | +204.4% | +255.8% | -51.4% | +107.6% |
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