+66.5%
SYF vs D
+12.5%
+54.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.0% | -0.1% |
| 7D | -2.1% | +3.0% | -5.1% | -2.8% |
| 30D | +2.5% | +11.5% | -9.0% | 0.0% |
| 3M | -6.3% | +3.7% | -10.0% | -7.1% |
| 6M | -1.5% | +13.5% | -15.0% | -4.5% |
| YTD | -10.5% | +20.7% | -31.2% | -14.7% |
| 1Y | +1.5% | +18.2% | -16.7% | -2.9% |
| 3Y | +163.3% | +73.3% | +90.0% | +122.5% |
| All | +66.5% | +12.5% | +54.0% | +58.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling