+65.9%
SYF vs DG
-32.0%
+97.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -0.9% |
| 7D | -4.3% | +0.7% | -4.9% | -4.4% |
| 30D | +1.0% | +7.4% | -6.4% | +0.2% |
| 3M | -6.4% | +8.5% | -14.9% | -7.4% |
| 6M | +1.0% | +21.9% | -20.9% | -1.3% |
| YTD | -10.7% | +4.9% | -15.7% | -11.8% |
| 1Y | +1.8% | +40.4% | -38.6% | -2.3% |
| 3Y | +165.8% | +23.5% | +142.4% | +154.0% |
| 5Y | +65.9% | -32.3% | +98.2% | +86.8% |
| All | +65.9% | -32.0% | +97.9% | +86.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling