+124.3%
DVN vs SYF
+78.7%
+45.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.5% | +4.6% | +3.0% |
| 7D | +2.5% | -5.5% | +8.0% | +4.5% |
| 30D | +10.2% | -3.9% | +14.0% | +11.4% |
| 3M | +8.1% | +8.9% | -0.8% | +3.3% |
| 6M | +15.9% | +16.2% | -0.3% | +6.4% |
| YTD | +38.2% | -8.4% | +46.7% | +39.2% |
| 1Y | +44.5% | +2.6% | +41.9% | +37.6% |
| 3Y | +5.1% | +156.4% | -151.2% | -36.2% |
| 5Y | +124.3% | +78.2% | +46.1% | +63.0% |
| All | +124.3% | +78.7% | +45.6% | +63.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling