+204.6%
SYF vs DPZ
+125.0%
+79.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -4.7% | +3.7% | -8.4% | -5.6% |
| 30D | +0.6% | +8.0% | -7.4% | -1.4% |
| 3M | -6.8% | -4.2% | -2.6% | -6.2% |
| 6M | +0.5% | +4.6% | -4.0% | -1.1% |
| YTD | -11.1% | -18.4% | +7.3% | -7.6% |
| 1Y | +1.3% | -16.8% | +18.1% | +4.7% |
| 3Y | +164.6% | -5.0% | +169.7% | +162.6% |
| 5Y | +65.2% | -27.8% | +93.0% | +70.0% |
| 10Y | +204.6% | +121.1% | +83.5% | +150.9% |
| All | +204.6% | +125.0% | +79.6% | +150.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 DPZ 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