+340.9%
SYF vs D
+60.7%
+280.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +2.4% | +1.5% | +0.9% | +1.9% |
| 30D | +0.8% | -2.6% | +3.4% | +1.8% |
| 3M | +13.4% | 0.0% | +13.4% | +13.3% |
| 6M | +16.3% | +7.4% | +9.0% | +12.7% |
| YTD | -3.0% | +15.9% | -18.9% | -8.9% |
| 1Y | +5.7% | +18.1% | -12.4% | -1.8% |
| 3Y | +160.1% | +58.4% | +101.7% | +109.6% |
| 5Y | +88.5% | +5.2% | +83.3% | +79.1% |
| 10Y | +263.1% | +35.9% | +227.2% | +226.8% |
| All | +340.9% | +60.7% | +280.2% | +277.4% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling