-0.4%
SYF vs DG
+31.9%
-32.3%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -11.2% |
| 6M | +4.4% | +33.2% | -28.7% | -0.7% |
| YTD | -11.9% | +3.0% | -14.9% | -14.6% |
| 1Y | -0.4% | +31.2% | -31.6% | -5.7% |
| All | -0.4% | +31.9% | -32.3% | -5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling