-4.6%
DVN vs SYF
+340.9%
-345.5%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | +1.5% | +2.4% | -0.9% | +0.1% |
| 30D | +14.2% | +0.8% | +13.3% | +13.2% |
| 3M | +5.2% | +13.4% | -8.2% | -4.4% |
| 6M | +11.9% | +16.3% | -4.5% | -1.4% |
| YTD | +32.8% | -3.0% | +35.8% | +28.7% |
| 1Y | +38.6% | +5.7% | +32.9% | +26.3% |
| 3Y | +0.5% | +160.1% | -159.6% | -51.4% |
| 5Y | +111.0% | +88.5% | +22.5% | +18.6% |
| 10Y | +56.1% | +263.1% | -206.9% | -45.8% |
| All | -4.6% | +340.9% | -345.5% | -69.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling