+306.8%
SYF vs D
+67.5%
+239.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.0% | +0.1% |
| 7D | -2.1% | +3.0% | -5.1% | -3.2% |
| 30D | +2.5% | +11.5% | -9.0% | -1.6% |
| 3M | -6.3% | +3.7% | -10.0% | -7.6% |
| 6M | -1.5% | +13.5% | -15.0% | -6.4% |
| YTD | -10.5% | +20.7% | -31.2% | -17.3% |
| 1Y | +1.5% | +18.2% | -16.7% | -5.7% |
| 3Y | +163.3% | +73.3% | +90.0% | +105.0% |
| 5Y | +66.8% | +12.3% | +54.5% | +54.5% |
| 10Y | +228.5% | +43.4% | +185.1% | +190.3% |
| All | +306.8% | +67.5% | +239.3% | +242.5% |
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