+263.2%
SYF vs DPZ
+150.4%
+112.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | 0.0% | -1.2% |
| 7D | +2.6% | -1.5% | +4.1% | +3.0% |
| 30D | 0.0% | -4.4% | +4.5% | +1.0% |
| 3M | +11.9% | +7.6% | +4.3% | +9.5% |
| 6M | +18.9% | -16.9% | +35.9% | +23.7% |
| YTD | -4.6% | -18.6% | +14.0% | -0.5% |
| 1Y | +6.4% | -26.7% | +33.0% | +13.7% |
| 3Y | +167.2% | -9.3% | +176.5% | +168.2% |
| 5Y | +92.3% | -31.0% | +123.4% | +100.1% |
| 10Y | +263.2% | +152.4% | +110.8% | +171.2% |
| All | +263.2% | +150.4% | +112.8% | +171.2% |
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