+36.6%
DIS vs SYF
+218.0%
-181.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.3% |
| 7D | +5.3% | -4.7% | +10.0% | +7.2% |
| 30D | +10.2% | +0.6% | +9.7% | +9.9% |
| 3M | +13.5% | -6.8% | +20.4% | +16.3% |
| 6M | +11.1% | +0.5% | +10.6% | +9.8% |
| YTD | +5.5% | -11.1% | +16.6% | +8.8% |
| 1Y | +9.1% | +1.3% | +7.8% | +6.8% |
| 3Y | +36.0% | +164.6% | -128.6% | -11.8% |
| 5Y | -29.8% | +65.2% | -95.0% | -47.1% |
| 10Y | +36.6% | +204.6% | -168.0% | -25.4% |
| All | +36.6% | +218.0% | -181.4% | -25.4% |
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