-10.8%
DOW vs SYF
+190.7%
-201.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.1% | -3.1% |
| 7D | -2.4% | +2.4% | -4.8% | -3.5% |
| 30D | +0.4% | +0.8% | -0.5% | -0.3% |
| 3M | -14.4% | +13.4% | -27.8% | -20.5% |
| 6M | -7.0% | +16.3% | -23.3% | -15.9% |
| YTD | +30.2% | -3.0% | +33.2% | +27.7% |
| 1Y | +29.2% | +5.7% | +23.5% | +21.3% |
| 3Y | -36.7% | +160.1% | -196.8% | -63.9% |
| 5Y | -37.7% | +88.5% | -126.2% | -60.0% |
| All | -10.8% | +190.7% | -201.5% | -51.3% |
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 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