-54.2%
DOCS vs SYF
+65.2%
-119.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.8% |
| 7D | -0.8% | -2.1% | +1.4% | +0.2% |
| 30D | +17.4% | +2.5% | +14.9% | +16.0% |
| 3M | +57.4% | -6.3% | +63.6% | +61.5% |
| 6M | +26.5% | -1.5% | +28.0% | +25.7% |
| YTD | -26.6% | -10.5% | -16.1% | -24.1% |
| 1Y | -48.1% | +1.5% | -49.6% | -49.7% |
| 3Y | +52.6% | +163.3% | -110.6% | -18.1% |
| All | -54.2% | +65.2% | -119.4% | -71.5% |
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