-24.4%
DOW vs SYF
+159.3%
-183.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.8% | +2.2% |
| 7D | -6.8% | -4.2% | -2.6% | -5.7% |
| 30D | +10.8% | -1.1% | +11.8% | +10.9% |
| 3M | +4.1% | -7.9% | +12.0% | +6.1% |
| 6M | -12.7% | -1.1% | -11.7% | -14.0% |
| YTD | +39.2% | -12.6% | +51.8% | +42.9% |
| 1Y | +49.5% | -2.4% | +51.8% | +46.2% |
| 3Y | -24.4% | +156.6% | -181.0% | -48.0% |
| All | -24.4% | +159.3% | -183.7% | -48.0% |
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 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