+263.2%
SYF vs DAR
+367.0%
-103.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.9% | -4.6% | -2.9% |
| 7D | +2.6% | -0.9% | +3.5% | +2.9% |
| 30D | 0.0% | +13.0% | -12.9% | -5.8% |
| 3M | +11.9% | +15.0% | -3.1% | +3.5% |
| 6M | +18.9% | +26.8% | -7.9% | +4.0% |
| YTD | -4.6% | +86.4% | -91.0% | -30.7% |
| 1Y | +6.4% | +115.1% | -108.7% | -29.0% |
| 3Y | +167.2% | +14.6% | +152.5% | +128.8% |
| 5Y | +92.3% | -8.8% | +101.1% | +75.1% |
| 10Y | +263.2% | +356.5% | -93.4% | +28.1% |
| All | +263.2% | +367.0% | -103.8% | +28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded DAR 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling