+170.6%
SYF vs DKS
+226.4%
-55.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -2.0% | -0.2% |
| 7D | -2.0% | +6.3% | -8.3% | -4.2% |
| 30D | +1.2% | +9.3% | -8.1% | -2.4% |
| 3M | -9.4% | -25.3% | +15.9% | -2.9% |
| 6M | +4.4% | -29.2% | +33.6% | +13.5% |
| YTD | -11.9% | -22.7% | +10.8% | -7.6% |
| 1Y | -0.4% | -30.1% | +29.7% | +8.2% |
| 3Y | +159.6% | +45.6% | +113.9% | +104.5% |
| 5Y | +60.9% | +28.5% | +32.4% | +24.5% |
| All | +170.6% | +226.4% | -55.8% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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