+247.6%
SYF vs DKS
+199.2%
+48.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.4% |
| 7D | -5.5% | -4.7% | -0.8% | -3.9% |
| 30D | -3.9% | -35.1% | +31.2% | +9.2% |
| 3M | +8.9% | -37.7% | +46.6% | +25.5% |
| 6M | +16.2% | -30.7% | +47.0% | +27.9% |
| YTD | -8.4% | -31.9% | +23.5% | +1.3% |
| 1Y | +2.6% | -40.0% | +42.6% | +18.3% |
| 3Y | +156.4% | +28.4% | +128.0% | +112.5% |
| 5Y | +78.2% | +12.4% | +65.7% | +44.9% |
| All | +247.6% | +199.2% | +48.4% | +54.1% |
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