+67.3%
DVN vs SYF
+258.4%
-191.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | 0.0% |
| 7D | +4.5% | -4.9% | +9.4% | +7.4% |
| 30D | +12.0% | -4.3% | +16.3% | +14.3% |
| 3M | +13.4% | +5.5% | +7.9% | +7.8% |
| 6M | +12.1% | +17.5% | -5.4% | -2.0% |
| YTD | +38.8% | -7.8% | +46.6% | +38.3% |
| 1Y | +46.0% | +1.6% | +44.4% | +36.0% |
| 3Y | +9.5% | +154.8% | -145.3% | -46.8% |
| 5Y | +125.3% | +79.5% | +45.8% | +29.8% |
| All | +67.3% | +258.4% | -191.1% | -38.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling