+340.9%
SYF vs DAR
+249.2%
+91.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +0.9% | +0.4% |
| 7D | +2.4% | +1.4% | +1.0% | +1.7% |
| 30D | +0.8% | +12.8% | -11.9% | -4.5% |
| 3M | +13.4% | +7.4% | +6.0% | +8.6% |
| 6M | +16.3% | +22.3% | -5.9% | +4.6% |
| YTD | -3.0% | +81.1% | -84.1% | -26.5% |
| 1Y | +5.7% | +106.5% | -100.8% | -25.4% |
| 3Y | +160.1% | +5.3% | +154.8% | +134.1% |
| 5Y | +88.5% | -11.5% | +100.1% | +75.8% |
| 10Y | +263.1% | +353.3% | -90.3% | +63.2% |
| All | +340.9% | +249.2% | +91.7% | +97.3% |
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 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