+170.6%
SYF vs DLTR
+76.3%
+94.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +1.4% |
| 7D | -2.0% | +5.3% | -7.3% | -3.5% |
| 30D | +1.2% | +13.4% | -12.2% | -2.6% |
| 3M | -9.4% | +6.6% | -16.0% | -11.6% |
| 6M | +4.4% | +59.1% | -54.7% | -9.7% |
| YTD | -11.9% | +12.3% | -24.2% | -16.5% |
| 1Y | -0.4% | +33.9% | -34.3% | -10.5% |
| 3Y | +159.6% | +23.0% | +136.6% | +130.1% |
| 5Y | +60.9% | +22.1% | +38.8% | +38.1% |
| All | +170.6% | +76.3% | +94.3% | +96.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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