-4.0%
DVN vs SYF
+333.7%
-337.7%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +1.6% |
| 7D | -1.3% | +2.6% | -3.9% | -2.8% |
| 30D | +12.6% | 0.0% | +12.6% | +12.2% |
| 3M | +8.1% | +11.9% | -3.8% | -1.0% |
| 6M | +10.2% | +18.9% | -8.8% | -4.2% |
| YTD | +33.8% | -4.6% | +38.4% | +30.8% |
| 1Y | +43.9% | +6.4% | +37.5% | +30.5% |
| 3Y | +1.7% | +167.2% | -165.4% | -51.7% |
| 5Y | +119.6% | +92.3% | +27.3% | +21.4% |
| 10Y | +53.7% | +263.2% | -209.4% | -46.6% |
| All | -4.0% | +333.7% | -337.7% | -68.5% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling