+67.5%
SYF vs DOCU
-71.9%
+139.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -0.9% |
| 7D | -3.8% | -3.2% | -0.6% | -3.1% |
| 30D | +2.6% | +15.7% | -13.0% | -0.7% |
| 3M | -6.5% | +37.3% | -43.8% | -13.5% |
| 6M | +0.8% | +63.1% | -62.3% | -11.1% |
| YTD | -10.1% | +15.4% | -25.5% | -14.8% |
| 1Y | +0.8% | +11.3% | -10.5% | -3.7% |
| 3Y | +158.8% | +92.1% | +66.8% | +111.4% |
| 5Y | +67.5% | -70.5% | +138.0% | +55.5% |
| All | +67.5% | -71.9% | +139.4% | +55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 5y: compounded portfolio wealth divided by compounded DOCU 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…
5y analysis · Full analysis span regression · 6 months rolling