+55.8%
DOCS vs SYF
+159.7%
-103.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.3% | -3.0% | -3.8% |
| 7D | -1.3% | -3.8% | +2.4% | 0.0% |
| 30D | +19.4% | +2.6% | +16.7% | +18.3% |
| 3M | +53.4% | -6.5% | +59.9% | +56.7% |
| 6M | +28.8% | +0.8% | +27.9% | +27.1% |
| YTD | -25.1% | -10.1% | -15.0% | -23.1% |
| 1Y | -48.1% | +0.8% | -49.0% | -49.2% |
| All | +55.8% | +159.7% | -103.9% | -3.3% |
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