+247.6%
SYF vs DLTR
+45.9%
+201.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.5% |
| 7D | -5.5% | -9.4% | +3.9% | -3.0% |
| 30D | -3.9% | -7.3% | +3.5% | -2.0% |
| 3M | +8.9% | +7.6% | +1.4% | +6.3% |
| 6M | +16.2% | +1.6% | +14.6% | +14.2% |
| YTD | -8.4% | -3.5% | -4.9% | -9.0% |
| 1Y | +2.6% | +20.0% | -17.4% | -4.7% |
| 3Y | +156.4% | +2.3% | +154.1% | +140.8% |
| 5Y | +78.2% | +31.5% | +46.6% | +47.4% |
| All | +247.6% | +45.9% | +201.7% | +158.7% |
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