+833.1%
DXCM vs SYF
+340.9%
+492.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -3.2% | +2.4% | -5.6% | -3.9% |
| 30D | +6.3% | +0.8% | +5.5% | +6.0% |
| 3M | +21.1% | +13.4% | +7.7% | +16.4% |
| 6M | +20.6% | +16.3% | +4.2% | +15.2% |
| YTD | +32.4% | -3.0% | +35.4% | +32.2% |
| 1Y | +8.8% | +5.7% | +3.1% | +5.8% |
| 3Y | -13.7% | +160.1% | -173.8% | -36.2% |
| 5Y | -35.2% | +88.5% | -123.7% | -49.3% |
| 10Y | +281.8% | +263.1% | +18.7% | +121.0% |
| All | +833.1% | +340.9% | +492.2% | +413.7% |
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