+206.0%
SYF vs DAR
+288.2%
-82.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.7% | -5.4% | -2.7% |
| 7D | -4.3% | -2.8% | -1.5% | -3.2% |
| 30D | +1.0% | -12.8% | +13.9% | +6.7% |
| 3M | -6.4% | -11.6% | +5.2% | -2.6% |
| 6M | +1.0% | -16.8% | +17.8% | +6.7% |
| YTD | -10.7% | +45.9% | -56.7% | -28.4% |
| 1Y | +1.8% | +61.5% | -59.7% | -22.6% |
| 3Y | +165.8% | +23.0% | +142.9% | +113.1% |
| 5Y | +65.9% | -35.8% | +101.8% | +78.8% |
| 10Y | +206.0% | +280.4% | -74.4% | +18.3% |
| All | +206.0% | +288.2% | -82.3% | +18.3% |
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