+35.3%
DLR vs SYF
+89.0%
-53.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +1.0% |
| 7D | +3.4% | +2.6% | +0.8% | +2.8% |
| 30D | -2.2% | 0.0% | -2.3% | -2.3% |
| 3M | +4.7% | +11.9% | -7.2% | +1.7% |
| 6M | +9.0% | +18.9% | -9.9% | +4.3% |
| YTD | +24.1% | -4.6% | +28.7% | +24.6% |
| 1Y | +20.9% | +6.4% | +14.6% | +17.9% |
| 3Y | +60.0% | +167.2% | -107.1% | +19.0% |
| 5Y | +35.3% | +92.3% | -57.1% | +3.0% |
| All | +35.3% | +89.0% | -53.7% | +3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling