-35.9%
DOW vs SYF
+89.2%
-125.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | 0.0% |
| 7D | -6.0% | -1.3% | -4.7% | -5.6% |
| 30D | -2.7% | -1.1% | -1.7% | -2.6% |
| 3M | -10.5% | +7.4% | -17.9% | -13.7% |
| 6M | -12.4% | +16.2% | -28.6% | -19.1% |
| YTD | +30.0% | -6.1% | +36.2% | +30.2% |
| 1Y | +27.8% | +3.4% | +24.4% | +22.9% |
| 3Y | -34.9% | +162.9% | -197.8% | -57.8% |
| 5Y | -35.9% | +85.6% | -121.5% | -54.6% |
| All | -35.9% | +89.2% | -125.1% | -54.6% |
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