+170.6%
SYF vs DD
+97.1%
+73.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.2% |
| 7D | -2.0% | +5.0% | -7.0% | -5.4% |
| 30D | +1.2% | +19.7% | -18.5% | -11.3% |
| 3M | -9.4% | +7.2% | -16.6% | -14.5% |
| 6M | +4.4% | +1.0% | +3.4% | +2.1% |
| YTD | -11.9% | +29.1% | -41.0% | -28.8% |
| 1Y | -0.4% | +28.5% | -28.9% | -19.2% |
| 3Y | +159.6% | +89.4% | +70.1% | +52.1% |
| 5Y | +60.9% | +67.1% | -6.3% | +2.3% |
| All | +170.6% | +97.1% | +73.5% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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