+340.9%
SYF vs DKS
+336.8%
+4.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +2.4% | +3.0% | -0.6% | +1.3% |
| 30D | +0.8% | -30.5% | +31.4% | +11.3% |
| 3M | +13.4% | -35.7% | +49.1% | +28.7% |
| 6M | +16.3% | -29.7% | +46.0% | +27.2% |
| YTD | -3.0% | -28.9% | +25.8% | +5.4% |
| 1Y | +5.7% | -35.9% | +41.6% | +18.5% |
| 3Y | +160.1% | +28.2% | +132.0% | +118.3% |
| 5Y | +88.5% | +11.8% | +76.7% | +55.8% |
| 10Y | +263.1% | +211.6% | +51.5% | +66.4% |
| All | +340.9% | +336.8% | +4.1% | +79.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling