+265.6%
SYF vs DECK
+718.3%
-452.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.5% |
| 7D | +2.4% | -2.2% | +4.6% | +3.3% |
| 30D | +0.8% | -13.6% | +14.4% | +6.5% |
| 3M | +13.4% | -21.2% | +34.6% | +23.8% |
| 6M | +16.3% | -21.1% | +37.4% | +26.3% |
| YTD | -3.0% | -17.2% | +14.2% | +2.2% |
| 1Y | +5.7% | -30.7% | +36.5% | +18.0% |
| 3Y | +160.1% | -3.4% | +163.5% | +130.0% |
| 5Y | +88.5% | +25.5% | +63.0% | +40.9% |
| All | +265.6% | +718.3% | -452.7% | +43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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