+159.6%
SYF vs DPZ
-4.7%
+164.3%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.7% | +0.2% |
| 7D | -2.0% | +2.2% | -4.2% | -2.6% |
| 30D | +1.2% | +15.5% | -14.3% | -2.6% |
| 3M | -9.4% | -2.0% | -7.4% | -9.1% |
| 6M | +4.4% | +12.1% | -7.7% | +0.7% |
| YTD | -11.9% | -16.6% | +4.7% | -8.2% |
| 1Y | -0.4% | -14.6% | +14.2% | +2.9% |
| 3Y | +159.6% | -4.1% | +163.7% | +161.4% |
| All | +159.6% | -4.7% | +164.3% | +161.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling