+54.5%
DLR vs SYF
+161.4%
-106.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.7% | +4.1% | +3.5% |
| 7D | +2.4% | -4.7% | +7.0% | +3.3% |
| 30D | +0.7% | +0.6% | +0.2% | +0.6% |
| 3M | -6.4% | -6.8% | +0.4% | -5.2% |
| 6M | -6.5% | +0.5% | -7.1% | -6.9% |
| YTD | +18.8% | -11.1% | +29.9% | +20.6% |
| 1Y | +9.0% | +1.3% | +7.8% | +7.9% |
| 3Y | +54.5% | +164.6% | -110.1% | +32.6% |
| All | +54.5% | +161.4% | -106.9% | +32.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling