+299.1%
SYF vs DG
+186.4%
+112.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.4% | +0.4% |
| 7D | -3.6% | -3.0% | -0.6% | -3.1% |
| 30D | -1.7% | +8.6% | -10.3% | -3.3% |
| 3M | -7.8% | +15.0% | -22.8% | -10.2% |
| 6M | +3.4% | +32.7% | -29.3% | -1.9% |
| YTD | -12.2% | +5.5% | -17.7% | -13.8% |
| 1Y | -1.6% | +34.6% | -36.2% | -7.5% |
| 3Y | +157.8% | +24.2% | +133.5% | +137.1% |
| 5Y | +61.9% | -32.3% | +94.1% | +72.6% |
| 10Y | +180.0% | +111.1% | +68.9% | +122.6% |
| All | +299.1% | +186.4% | +112.7% | +207.0% |
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