-3.4%
SYF vs DRI
+36.6%
-40.1%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | -3.3% | -0.3% | -2.9% | -3.2% |
| 30D | -2.2% | +10.8% | -13.0% | -4.6% |
| 3M | -9.3% | +0.9% | -10.3% | -9.6% |
| 6M | +2.1% | +16.3% | -14.3% | -2.7% |
| YTD | -12.6% | +27.8% | -40.4% | -19.6% |
| 1Y | -3.4% | +33.9% | -37.3% | -13.2% |
| All | -3.4% | +36.6% | -40.1% | -13.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling