-4.2%
DT vs SYF
-1.7%
-2.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.4% |
| 7D | +3.1% | -2.0% | +5.2% | +3.6% |
| 30D | -29.5% | +1.2% | -30.7% | -29.6% |
| 3M | -11.7% | -9.4% | -2.4% | -9.5% |
| 6M | +29.0% | +4.4% | +24.6% | +27.4% |
| YTD | +3.4% | -11.9% | +15.3% | +4.4% |
| 1Y | -4.2% | -0.4% | -3.8% | -7.2% |
| All | -4.2% | -1.7% | -2.6% | -7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling