+265.6%
SYF vs DOC
-2.1%
+267.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +1.1% |
| 7D | +2.4% | -1.5% | +3.9% | +3.3% |
| 30D | +0.8% | -4.8% | +5.6% | +3.6% |
| 3M | +13.4% | +6.9% | +6.5% | +8.6% |
| 6M | +16.3% | +20.7% | -4.4% | +2.1% |
| YTD | -3.0% | +34.1% | -37.2% | -20.7% |
| 1Y | +5.7% | +22.6% | -16.9% | -9.1% |
| 3Y | +160.1% | +20.8% | +139.3% | +119.4% |
| 5Y | +88.5% | -24.9% | +113.4% | +114.9% |
| All | +265.6% | -2.1% | +267.6% | +246.2% |
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