+82.3%
DT vs SYF
+138.9%
-56.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.4% |
| 7D | -7.5% | -4.2% | -3.3% | -6.2% |
| 30D | -31.5% | -1.1% | -30.4% | -31.2% |
| 3M | -14.0% | -7.9% | -6.1% | -11.9% |
| 6M | +6.9% | -1.1% | +8.0% | +6.7% |
| YTD | +0.3% | -12.6% | +12.9% | +3.6% |
| 1Y | -6.9% | -2.4% | -4.5% | -7.4% |
| 3Y | -13.9% | +156.6% | -170.5% | -39.4% |
| 5Y | -39.9% | +61.9% | -101.8% | -52.6% |
| All | +82.3% | +138.9% | -56.6% | +36.1% |
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