+92.3%
SYF vs DD
+61.7%
+30.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | +2.6% | -0.6% | +3.2% | +3.0% |
| 30D | 0.0% | -7.4% | +7.5% | +4.8% |
| 3M | +11.9% | -6.4% | +18.4% | +16.4% |
| 6M | +18.9% | -2.5% | +21.4% | +18.9% |
| YTD | -4.6% | +10.2% | -14.8% | -12.7% |
| 1Y | +6.4% | +36.9% | -30.6% | -16.6% |
| 3Y | +167.2% | +47.0% | +120.1% | +92.0% |
| 5Y | +92.3% | +63.1% | +29.2% | +27.4% |
| All | +92.3% | +61.7% | +30.6% | +27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling