+340.9%
SYF vs DPZ
+439.2%
-98.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.5% |
| 7D | +2.4% | -2.5% | +4.9% | +3.0% |
| 30D | +0.8% | -7.0% | +7.8% | +2.5% |
| 3M | +13.4% | +11.6% | +1.8% | +10.1% |
| 6M | +16.3% | -15.2% | +31.5% | +20.3% |
| YTD | -3.0% | -17.2% | +14.2% | +0.6% |
| 1Y | +5.7% | -24.8% | +30.6% | +12.2% |
| 3Y | +160.1% | -8.7% | +168.8% | +160.6% |
| 5Y | +88.5% | -28.9% | +117.4% | +95.1% |
| 10Y | +263.1% | +153.6% | +109.4% | +174.7% |
| All | +340.9% | +439.2% | -98.3% | +191.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling