+172.5%
SYF vs DBX
+15.6%
+156.9%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.8% |
| 7D | -3.3% | -6.3% | +3.0% | -1.4% |
| 30D | -2.2% | -5.9% | +3.7% | -0.5% |
| 3M | -9.3% | -0.4% | -9.0% | -9.8% |
| 6M | +2.1% | +29.8% | -27.8% | -7.2% |
| YTD | -12.6% | +20.5% | -33.2% | -19.4% |
| 1Y | -3.4% | +8.7% | -12.1% | -8.1% |
| 3Y | +156.5% | +25.9% | +130.6% | +126.8% |
| 5Y | +59.6% | +24.2% | +35.4% | +38.5% |
| All | +172.5% | +15.6% | +156.9% | +106.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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