+167.1%
SYF vs D
+56.9%
+110.2%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.3% |
| 7D | +2.4% | +0.4% | +2.0% | +2.3% |
| 30D | +0.8% | -3.6% | +4.4% | +1.4% |
| 3M | +13.4% | -1.0% | +14.4% | +13.5% |
| 6M | +16.3% | +6.3% | +10.1% | +15.1% |
| YTD | -3.0% | +14.7% | -17.7% | -5.4% |
| 1Y | +5.7% | +16.9% | -11.2% | +2.5% |
| All | +167.1% | +56.9% | +110.2% | +133.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling