+9.5%
DLR vs SYF
+1.0%
+8.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -5.2% |
| 6M | -6.5% | +1.0% | -7.5% | -7.1% |
| YTD | +18.8% | -10.7% | +29.5% | +18.5% |
| All | +9.5% | +1.0% | +8.4% | +8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling