+61.9%
SYF vs DBX
+20.7%
+41.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.3% | -1.9% | -0.4% |
| 7D | -3.6% | -8.1% | +4.6% | -0.7% |
| 30D | -1.7% | -4.9% | +3.2% | -0.2% |
| 3M | -7.8% | -2.7% | -5.1% | -7.6% |
| 6M | +3.4% | +25.2% | -21.8% | -6.7% |
| YTD | -12.2% | +19.3% | -31.5% | -20.0% |
| 1Y | -1.6% | +6.6% | -8.2% | -6.1% |
| 3Y | +157.8% | +24.6% | +133.2% | +116.8% |
| 5Y | +61.9% | +23.5% | +38.4% | +30.5% |
| All | +61.9% | +20.7% | +41.2% | +30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling