+250.1%
SYF vs DGX
+255.3%
-5.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -0.9% | -0.1% |
| 7D | -4.9% | -0.9% | -4.0% | -4.5% |
| 30D | -4.3% | -1.2% | -3.2% | -3.8% |
| 3M | +5.5% | +15.8% | -10.3% | -2.5% |
| 6M | +17.5% | +18.2% | -0.7% | +7.1% |
| YTD | -7.8% | +37.2% | -45.0% | -23.0% |
| 1Y | +1.6% | +30.4% | -28.7% | -13.2% |
| 3Y | +154.8% | +96.7% | +58.1% | +65.7% |
| 5Y | +79.5% | +67.2% | +12.3% | +26.2% |
| All | +250.1% | +255.3% | -5.2% | +47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 10y: compounded portfolio wealth divided by compounded DGX 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…
10y analysis · Full analysis span regression · 6 months rolling