+340.9%
SYF vs DD
+88.3%
+252.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.1% |
| 7D | +2.4% | -3.5% | +5.9% | +4.7% |
| 30D | +0.8% | -10.3% | +11.2% | +7.8% |
| 3M | +13.4% | -7.5% | +20.9% | +18.8% |
| 6M | +16.3% | -8.0% | +24.3% | +20.8% |
| YTD | -3.0% | +10.5% | -13.5% | -10.9% |
| 1Y | +5.7% | +38.3% | -32.6% | -16.7% |
| 3Y | +160.1% | +42.5% | +117.6% | +95.2% |
| 5Y | +88.5% | +60.2% | +28.3% | +30.3% |
| 10Y | +263.1% | +68.9% | +194.2% | +108.2% |
| All | +340.9% | +88.3% | +252.6% | +150.1% |
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 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