+306.8%
SYF vs DD
+109.6%
+197.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -1.1% |
| 7D | -2.1% | +4.6% | -6.8% | -5.3% |
| 30D | +2.5% | +11.8% | -9.3% | -4.9% |
| 3M | -6.3% | +2.2% | -8.4% | -8.3% |
| 6M | -1.5% | -1.6% | +0.2% | -1.7% |
| YTD | -10.5% | +23.0% | -33.5% | -23.7% |
| 1Y | +1.5% | +26.9% | -25.4% | -15.2% |
| 3Y | +163.3% | +77.9% | +85.4% | +70.8% |
| 5Y | +66.8% | +59.9% | +6.9% | +15.0% |
| 10Y | +228.5% | +90.1% | +138.4% | +74.6% |
| All | +306.8% | +109.6% | +197.2% | +114.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling