+17.1%
DLR vs SYF
-1.7%
+18.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -2.1% |
| 7D | +3.3% | -2.0% | +5.3% | +3.7% |
| 30D | +4.6% | +1.2% | +3.4% | +4.2% |
| 3M | -8.3% | -9.4% | +1.1% | -6.5% |
| 6M | -5.6% | +4.4% | -10.0% | -6.5% |
| YTD | +18.7% | -11.9% | +30.6% | +18.7% |
| 1Y | +17.1% | -0.4% | +17.5% | +17.9% |
| All | +17.1% | -1.7% | +18.8% | +17.9% |
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