+37.2%
DIS vs SYF
+159.4%
-122.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.3% |
| 7D | +1.9% | -2.0% | +3.9% | +2.6% |
| 30D | +9.2% | +1.2% | +8.0% | +8.6% |
| 3M | +13.5% | -9.4% | +22.9% | +17.1% |
| 6M | +14.3% | +4.4% | +9.9% | +11.4% |
| YTD | +5.4% | -11.9% | +17.3% | +8.7% |
| 1Y | +12.2% | -0.4% | +12.6% | +10.4% |
| 3Y | +37.2% | +159.6% | -122.4% | +14.9% |
| All | +37.2% | +159.4% | -122.2% | +14.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling