+67.6%
DUK vs SYF
+159.4%
-91.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.3% |
| 7D | +1.9% | -2.0% | +4.0% | +1.9% |
| 30D | +8.9% | +1.2% | +7.7% | +8.9% |
| 3M | +5.6% | -9.4% | +14.9% | +5.3% |
| 6M | +7.0% | +4.4% | +2.6% | +7.2% |
| YTD | +14.0% | -11.9% | +26.0% | +14.0% |
| 1Y | +9.1% | -0.4% | +9.5% | +9.3% |
| 3Y | +67.6% | +159.6% | -92.0% | +58.5% |
| All | +67.6% | +159.4% | -91.8% | +58.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling