+340.9%
SYF vs DLTR
+137.6%
+203.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +2.4% | +2.5% | -0.1% | +1.7% |
| 30D | +0.8% | +2.1% | -1.2% | +0.2% |
| 3M | +13.4% | +20.3% | -6.9% | +7.5% |
| 6M | +16.3% | +11.5% | +4.8% | +11.5% |
| YTD | -3.0% | +6.8% | -9.8% | -6.2% |
| 1Y | +5.7% | +31.1% | -25.4% | -4.0% |
| 3Y | +160.1% | +10.7% | +149.4% | +139.5% |
| 5Y | +88.5% | +41.6% | +46.9% | +54.6% |
| 10Y | +263.1% | +58.1% | +204.9% | +171.7% |
| All | +340.9% | +137.6% | +203.3% | +186.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling