+340.9%
SYF vs D
+60.7%
+280.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.6% |
| 7D | +2.4% | +0.4% | +2.0% | +2.2% |
| 30D | +0.8% | -3.6% | +4.4% | +2.2% |
| 3M | +13.4% | -1.0% | +14.4% | +13.7% |
| 6M | +16.3% | +6.3% | +10.1% | +13.1% |
| YTD | -3.0% | +14.7% | -17.7% | -8.5% |
| 1Y | +5.7% | +16.9% | -11.2% | -1.4% |
| 3Y | +160.1% | +56.8% | +103.3% | +110.3% |
| 5Y | +88.5% | +5.2% | +83.3% | +78.9% |
| 10Y | +263.1% | +35.9% | +227.2% | +226.5% |
| All | +340.9% | +60.7% | +280.2% | +277.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling