+44.6%
DXCM vs SYF
+4.2%
+40.4%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.2% | +6.8% | +6.7% |
| 7D | +12.5% | -0.4% | +13.0% | +12.6% |
| 30D | +1.8% | +4.4% | -2.6% | +0.8% |
| 3M | +1.8% | -4.7% | +6.5% | +2.6% |
| 6M | +47.4% | +1.9% | +45.5% | +45.4% |
| YTD | +33.3% | -8.9% | +42.3% | +28.3% |
| 1Y | +44.6% | +4.1% | +40.6% | +35.8% |
| All | +44.6% | +4.2% | +40.4% | +35.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling