+302.6%
DIA vs SYF
+297.3%
+5.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.3% |
| 7D | +0.9% | -4.2% | +5.1% | +2.2% |
| 30D | +1.1% | -1.1% | +2.2% | +1.4% |
| 3M | -2.9% | -7.9% | +5.0% | -0.6% |
| 6M | +5.9% | -1.1% | +7.0% | +5.6% |
| YTD | +9.8% | -12.6% | +22.4% | +13.2% |
| 1Y | +11.7% | -2.4% | +14.1% | +11.1% |
| 3Y | +59.5% | +156.6% | -97.1% | +13.1% |
| 5Y | +57.5% | +61.9% | -4.3% | +25.1% |
| 10Y | +235.9% | +186.5% | +49.5% | +98.0% |
| All | +302.6% | +297.3% | +5.3% | +118.6% |
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 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