+52.4%
DIS vs SYF
+306.8%
-254.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.3% |
| 3M | +11.5% | -6.3% | +17.8% | +13.9% |
| 6M | +8.9% | -1.5% | +10.3% | +8.5% |
| YTD | +3.4% | -10.5% | +13.9% | +6.3% |
| 1Y | +7.2% | +1.5% | +5.7% | +4.9% |
| 3Y | +43.3% | +163.3% | -120.0% | -5.3% |
| 5Y | -31.4% | +66.8% | -98.2% | -47.9% |
| 10Y | +37.1% | +228.5% | -191.4% | -26.5% |
| All | +52.4% | +306.8% | -254.5% | -21.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling