+91.3%
SYF vs DAR
-11.0%
+102.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +0.9% | +0.3% |
| 7D | +2.4% | +1.4% | +1.0% | +1.9% |
| 30D | +0.8% | +12.8% | -11.9% | -3.3% |
| 3M | +13.4% | +7.4% | +6.0% | +9.8% |
| 6M | +16.3% | +22.3% | -5.9% | +7.1% |
| YTD | -3.0% | +81.1% | -84.1% | -22.5% |
| 1Y | +5.7% | +106.5% | -100.8% | -20.4% |
| 3Y | +160.1% | +5.3% | +154.8% | +144.5% |
| All | +91.3% | -11.0% | +102.3% | +88.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling