+170.6%
SYF vs DG
+105.2%
+65.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.2% | +0.9% |
| 7D | -2.0% | +0.3% | -2.3% | -2.1% |
| 30D | +1.2% | +3.2% | -2.0% | +0.5% |
| 3M | -9.4% | +10.4% | -19.8% | -11.1% |
| 6M | +4.4% | +33.2% | -28.7% | -0.9% |
| YTD | -11.9% | +3.0% | -14.9% | -13.2% |
| 1Y | -0.4% | +31.2% | -31.6% | -5.9% |
| 3Y | +159.6% | +21.8% | +137.7% | +139.6% |
| 5Y | +60.9% | -35.0% | +95.9% | +75.8% |
| All | +170.6% | +105.2% | +65.4% | +109.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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