-50.3%
DOCS vs SYF
+84.2%
-134.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -2.9% | -2.8% |
| 7D | -1.4% | +2.4% | -3.8% | -2.5% |
| 30D | +21.8% | +0.8% | +21.0% | +21.0% |
| 3M | +27.3% | +13.4% | +13.9% | +18.8% |
| 6M | -0.3% | +16.3% | -16.7% | -8.8% |
| YTD | -40.5% | -3.0% | -37.5% | -40.7% |
| 1Y | -61.5% | +5.7% | -67.3% | -63.4% |
| 3Y | +8.2% | +160.1% | -151.9% | -41.4% |
| 5Y | -73.4% | +88.5% | -161.9% | -83.5% |
| All | -50.3% | +84.2% | -134.5% | -67.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling