+45.6%
DUK vs SYF
+154.1%
-108.5%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.9% |
| 7D | -1.7% | -5.5% | +3.9% | -1.8% |
| 30D | -2.2% | -3.9% | +1.6% | -2.3% |
| 3M | -3.7% | +8.9% | -12.6% | -3.4% |
| 6M | -6.3% | +16.2% | -22.6% | -5.9% |
| YTD | +4.5% | -8.4% | +13.0% | +4.6% |
| 1Y | +1.8% | +2.6% | -0.8% | +2.1% |
| All | +45.6% | +154.1% | -108.5% | +37.3% |
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 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