+326.7%
SYF vs DGX
+379.9%
-53.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -1.3% | -2.2% | +0.9% | -0.2% |
| 30D | -1.1% | -0.9% | -0.2% | -0.6% |
| 3M | +7.4% | +15.6% | -8.2% | -0.4% |
| 6M | +16.2% | +17.8% | -1.6% | +6.5% |
| YTD | -6.1% | +37.5% | -43.6% | -21.1% |
| 1Y | +3.4% | +31.2% | -27.8% | -11.3% |
| 3Y | +162.9% | +96.6% | +66.3% | +75.3% |
| 5Y | +85.6% | +64.9% | +20.7% | +34.3% |
| 10Y | +262.7% | +254.6% | +8.2% | +64.1% |
| All | +326.7% | +379.9% | -53.2% | +71.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling