+263.2%
SYF vs DRI
+350.3%
-87.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -0.5% |
| 7D | +2.6% | -1.2% | +3.8% | +3.4% |
| 30D | 0.0% | -0.4% | +0.4% | 0.0% |
| 3M | +11.9% | +9.5% | +2.4% | +5.3% |
| 6M | +18.9% | +6.5% | +12.5% | +13.3% |
| YTD | -4.6% | +18.4% | -23.0% | -15.4% |
| 1Y | +6.4% | +4.2% | +2.2% | +1.1% |
| 3Y | +167.2% | +57.1% | +110.1% | +94.3% |
| 5Y | +92.3% | +70.4% | +21.9% | +31.2% |
| 10Y | +263.2% | +354.0% | -90.9% | +32.7% |
| All | +263.2% | +350.3% | -87.1% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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