+39.3%
DIS vs SYF
+159.3%
-120.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.8% |
| 7D | +4.4% | -4.2% | +8.6% | +5.9% |
| 30D | +10.3% | -1.1% | +11.4% | +10.6% |
| 3M | +15.5% | -7.9% | +23.4% | +18.5% |
| 6M | +11.2% | -1.1% | +12.3% | +10.6% |
| YTD | +5.6% | -12.6% | +18.2% | +9.2% |
| 1Y | +7.7% | -2.4% | +10.1% | +6.9% |
| 3Y | +39.3% | +156.6% | -117.3% | +17.7% |
| All | +39.3% | +159.3% | -120.1% | +17.7% |
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