+186.5%
SYF vs D
+44.7%
+141.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.1% |
| 7D | -4.2% | +2.4% | -6.6% | -5.1% |
| 30D | -1.1% | +10.9% | -12.0% | -5.1% |
| 3M | -7.9% | +2.8% | -10.7% | -9.0% |
| 6M | -1.1% | +12.7% | -13.8% | -6.2% |
| YTD | -12.6% | +20.3% | -32.9% | -19.6% |
| 1Y | -2.4% | +17.1% | -19.5% | -9.4% |
| 3Y | +156.6% | +75.1% | +81.5% | +94.2% |
| 5Y | +61.9% | +13.1% | +48.7% | +48.8% |
| 10Y | +186.5% | +48.3% | +138.2% | +183.1% |
| All | +186.5% | +44.7% | +141.7% | +183.1% |
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