+313.9%
SYF vs DOC
+3.2%
+310.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.3% | -1.8% |
| 7D | -0.4% | +8.7% | -9.2% | -4.7% |
| 30D | +4.4% | +7.6% | -3.3% | +0.2% |
| 3M | -4.7% | -5.3% | +0.6% | -2.4% |
| 6M | +1.9% | +27.6% | -25.7% | -12.0% |
| YTD | -8.9% | +32.4% | -41.3% | -23.6% |
| 1Y | +4.1% | +22.9% | -18.8% | -9.1% |
| 3Y | +162.2% | +43.1% | +119.1% | +105.3% |
| 5Y | +73.9% | -21.4% | +95.3% | +89.3% |
| 10Y | +234.2% | +16.8% | +217.4% | +206.1% |
| All | +313.9% | +3.2% | +310.7% | +272.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling