+186.9%
DLR vs SYF
+202.6%
-15.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.7% | +4.1% | +3.5% |
| 7D | +2.4% | -4.3% | +6.6% | +3.2% |
| 30D | +0.7% | +1.0% | -0.3% | +0.5% |
| 3M | -6.4% | -6.4% | 0.0% | -5.4% |
| 6M | -6.5% | +1.0% | -7.5% | -7.0% |
| YTD | +18.8% | -10.7% | +29.5% | +20.5% |
| 1Y | +9.0% | +1.8% | +7.3% | +7.9% |
| 3Y | +54.5% | +165.8% | -111.4% | +25.3% |
| 5Y | +35.8% | +65.9% | -30.1% | +16.9% |
| All | +186.9% | +202.6% | -15.7% | +110.4% |
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