+306.8%
SYF vs DAR
+168.8%
+138.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | 0.0% |
| 7D | -2.1% | -9.9% | +7.8% | +1.9% |
| 30D | +2.5% | -16.4% | +18.9% | +9.6% |
| 3M | -6.3% | -17.1% | +10.8% | -0.2% |
| 6M | -1.5% | -20.5% | +19.0% | +5.6% |
| YTD | -10.5% | +39.4% | -49.9% | -25.2% |
| 1Y | +1.5% | +57.2% | -55.7% | -19.8% |
| 3Y | +163.3% | +13.9% | +149.4% | +123.9% |
| 5Y | +66.8% | -40.8% | +107.6% | +84.0% |
| 10Y | +228.5% | +276.2% | -47.7% | +60.6% |
| All | +306.8% | +168.8% | +138.0% | +100.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling