+32.9%
DIS vs SYF
+189.2%
-156.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | -0.1% | +0.2% |
| 7D | +0.6% | -3.6% | +4.2% | +2.0% |
| 30D | +10.3% | -1.7% | +12.0% | +10.9% |
| 3M | +15.6% | -7.8% | +23.4% | +18.8% |
| 6M | +15.1% | +3.4% | +11.7% | +12.5% |
| YTD | +6.0% | -12.2% | +18.2% | +9.8% |
| 1Y | +5.7% | -1.6% | +7.3% | +4.6% |
| 3Y | +39.8% | +157.8% | -118.0% | -8.4% |
| 5Y | -23.9% | +61.9% | -85.8% | -42.2% |
| 10Y | +32.9% | +180.0% | -147.1% | -26.4% |
| All | +32.9% | +189.2% | -156.3% | -26.4% |
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 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