+164.6%
SYF vs DD
+90.7%
+74.0%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.9% | -6.6% | -3.4% |
| 7D | -4.7% | +9.8% | -14.5% | -9.3% |
| 30D | +0.6% | +19.3% | -18.8% | -8.1% |
| 3M | -6.8% | +9.4% | -16.2% | -11.3% |
| 6M | +0.5% | +4.8% | -4.3% | -2.5% |
| YTD | -11.1% | +30.2% | -41.4% | -24.1% |
| 1Y | +1.3% | +32.2% | -30.9% | -14.2% |
| 3Y | +164.6% | +93.1% | +71.5% | +68.1% |
| All | +164.6% | +90.7% | +74.0% | +68.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling