+219.9%
SYF vs DOC
+14.9%
+205.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.0% | -1.1% |
| 7D | -3.8% | +6.2% | -10.0% | -7.2% |
| 30D | +2.6% | +6.5% | -3.8% | -1.3% |
| 3M | -6.5% | -6.2% | -0.3% | -3.4% |
| 6M | +0.8% | +25.6% | -24.8% | -13.8% |
| YTD | -10.1% | +32.1% | -42.2% | -26.3% |
| 1Y | +0.8% | +20.3% | -19.4% | -12.5% |
| 3Y | +158.8% | +42.7% | +116.1% | +94.9% |
| 5Y | +67.5% | -22.2% | +89.6% | +86.6% |
| All | +219.9% | +14.9% | +205.0% | +192.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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