+78.2%
SYF vs DGX
+59.5%
+18.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.6% | -1.9% |
| 7D | -5.5% | -3.5% | -2.1% | -4.5% |
| 30D | -3.9% | -2.7% | -1.2% | -3.0% |
| 3M | +8.9% | +13.9% | -5.0% | +4.4% |
| 6M | +16.2% | +16.0% | +0.2% | +10.6% |
| YTD | -8.4% | +34.9% | -43.4% | -17.6% |
| 1Y | +2.6% | +30.6% | -27.9% | -6.8% |
| 3Y | +156.4% | +93.0% | +63.4% | +93.7% |
| 5Y | +78.2% | +64.4% | +13.8% | +32.2% |
| All | +78.2% | +59.5% | +18.7% | +32.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling