+247.6%
SYF vs DD
+67.0%
+180.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.1% |
| 7D | -5.5% | -2.9% | -2.6% | -3.6% |
| 30D | -3.9% | -11.5% | +7.6% | +4.4% |
| 3M | +8.9% | -5.4% | +14.3% | +12.8% |
| 6M | +16.2% | -6.9% | +23.1% | +20.0% |
| YTD | -8.4% | +6.9% | -15.3% | -14.9% |
| 1Y | +2.6% | +35.6% | -33.0% | -20.3% |
| 3Y | +156.4% | +42.5% | +113.8% | +84.7% |
| 5Y | +78.2% | +58.5% | +19.7% | +17.2% |
| All | +247.6% | +67.0% | +180.6% | +68.7% |
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