+117.6%
DT vs SYF
+165.1%
-47.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.7% |
| 7D | -3.3% | +2.4% | -5.7% | -4.1% |
| 30D | +2.0% | +0.8% | +1.2% | +1.6% |
| 3M | +20.0% | +13.4% | +6.6% | +14.7% |
| 6M | +39.3% | +16.3% | +22.9% | +31.6% |
| YTD | +19.8% | -3.0% | +22.8% | +19.7% |
| 1Y | +4.3% | +5.7% | -1.4% | +1.1% |
| 3Y | +7.7% | +160.1% | -152.4% | -24.6% |
| 5Y | -26.8% | +88.5% | -115.3% | -44.9% |
| All | +117.6% | +165.1% | -47.5% | +57.2% |
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 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