+22.0%
DIS vs SYF
+267.3%
-245.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.8% |
| 7D | -2.6% | +2.4% | -5.0% | -3.5% |
| 30D | +3.5% | +0.8% | +2.6% | +3.0% |
| 3M | +6.8% | +13.4% | -6.6% | +1.1% |
| 6M | +3.0% | +16.3% | -13.4% | -3.6% |
| YTD | -6.7% | -3.0% | -3.7% | -6.8% |
| 1Y | -10.1% | +5.7% | -15.8% | -13.4% |
| 3Y | +33.0% | +160.1% | -127.1% | -12.9% |
| 5Y | -40.0% | +88.5% | -128.5% | -56.9% |
| All | +22.0% | +267.3% | -245.3% | -38.2% |
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