-31.9%
DIS vs SYF
+65.2%
-97.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | +5.2% | -2.1% | +7.4% | +6.1% |
| 30D | +11.5% | +2.5% | +8.9% | +10.2% |
| 3M | +11.5% | -6.3% | +17.8% | +14.0% |
| 6M | +8.9% | -1.5% | +10.3% | +8.4% |
| YTD | +3.4% | -10.5% | +13.9% | +6.4% |
| 1Y | +7.2% | +1.5% | +5.7% | +4.6% |
| 3Y | +43.3% | +163.3% | -120.0% | -10.6% |
| All | -31.9% | +65.2% | -97.1% | -52.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling