+311.1%
DIA vs SYF
+340.9%
-29.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | -0.2% | +2.4% | -2.6% | -0.9% |
| 30D | -1.5% | +0.8% | -2.4% | -1.8% |
| 3M | +3.8% | +13.4% | -9.6% | -0.6% |
| 6M | +10.3% | +16.3% | -6.1% | +4.6% |
| YTD | +12.1% | -3.0% | +15.1% | +12.0% |
| 1Y | +18.6% | +5.7% | +12.9% | +15.1% |
| 3Y | +60.6% | +160.1% | -99.5% | +13.3% |
| 5Y | +64.4% | +88.5% | -24.1% | +24.3% |
| 10Y | +250.1% | +263.1% | -13.0% | +92.8% |
| All | +311.1% | +340.9% | -29.8% | +116.4% |
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