+340.9%
SYF vs DG
+176.2%
+164.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.2% |
| 7D | +2.4% | +8.4% | -6.0% | +1.0% |
| 30D | +0.8% | +4.9% | -4.1% | 0.0% |
| 3M | +13.4% | +29.3% | -15.9% | +8.4% |
| 6M | +16.3% | -11.3% | +27.6% | +18.1% |
| YTD | -3.0% | +1.8% | -4.8% | -4.0% |
| 1Y | +5.7% | +25.3% | -19.6% | +0.6% |
| 3Y | +160.1% | +9.1% | +151.0% | +146.9% |
| 5Y | +88.5% | -34.9% | +123.4% | +102.7% |
| 10Y | +263.1% | +108.2% | +154.9% | +189.9% |
| All | +340.9% | +176.2% | +164.7% | +242.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling