+206.0%
SYF vs D
+42.1%
+163.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | -4.3% | +0.8% | -5.0% | -4.6% |
| 30D | +1.0% | +10.7% | -9.7% | -3.0% |
| 3M | -6.4% | +2.3% | -8.7% | -7.4% |
| 6M | +1.0% | +12.5% | -11.5% | -4.1% |
| YTD | -10.7% | +20.1% | -30.8% | -17.8% |
| 1Y | +1.8% | +15.6% | -13.8% | -5.0% |
| 3Y | +165.8% | +75.2% | +90.7% | +101.6% |
| 5Y | +65.9% | +14.6% | +51.3% | +51.5% |
| 10Y | +206.0% | +43.8% | +162.2% | +197.6% |
| All | +206.0% | +42.1% | +163.8% | +197.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling