+186.5%
SYF vs DAR
+269.9%
-83.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.2% | -1.3% |
| 7D | -4.2% | -3.8% | -0.4% | -2.7% |
| 30D | -1.1% | -14.4% | +13.4% | +5.3% |
| 3M | -7.9% | -17.9% | +10.0% | -0.8% |
| 6M | -1.1% | -18.3% | +17.2% | +5.4% |
| YTD | -12.6% | +43.2% | -55.8% | -29.3% |
| 1Y | -2.4% | +57.7% | -60.1% | -25.0% |
| 3Y | +156.6% | +22.7% | +133.9% | +105.5% |
| 5Y | +61.9% | -34.0% | +95.9% | +71.3% |
| 10Y | +186.5% | +279.5% | -93.0% | +10.4% |
| All | +186.5% | +269.9% | -83.5% | +10.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling