+36.3%
DIS vs SYF
+196.3%
-160.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.9% |
| 7D | +4.4% | -4.2% | +8.6% | +6.1% |
| 30D | +10.3% | -1.1% | +11.4% | +10.6% |
| 3M | +15.5% | -7.9% | +23.4% | +18.8% |
| 6M | +11.2% | -1.1% | +12.3% | +10.6% |
| YTD | +5.6% | -12.6% | +18.2% | +9.5% |
| 1Y | +7.7% | -2.4% | +10.1% | +7.0% |
| 3Y | +39.3% | +156.6% | -117.3% | -8.6% |
| 5Y | -29.5% | +61.9% | -91.4% | -46.5% |
| 10Y | +36.3% | +186.5% | -150.2% | -24.8% |
| All | +36.3% | +196.3% | -160.0% | -24.8% |
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