+165.8%
SYF vs DG
+21.7%
+144.2%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -0.8% |
| 7D | -4.3% | +0.7% | -4.9% | -4.3% |
| 30D | +1.0% | +7.4% | -6.4% | +0.8% |
| 3M | -6.4% | +8.5% | -14.9% | -6.7% |
| 6M | +1.0% | +21.9% | -20.9% | +0.4% |
| YTD | -10.7% | +4.9% | -15.7% | -11.4% |
| 1Y | +1.8% | +40.4% | -38.6% | +1.6% |
| 3Y | +165.8% | +23.5% | +142.4% | +154.3% |
| All | +165.8% | +21.7% | +144.2% | +154.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling