+61.0%
SYF vs DRI
+78.6%
-17.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.5% | +0.6% |
| 7D | -2.0% | +1.1% | -3.1% | -2.6% |
| 30D | +1.2% | +9.7% | -8.5% | -4.0% |
| 3M | -9.4% | +3.2% | -12.5% | -11.5% |
| 6M | +4.4% | +20.6% | -16.2% | -7.6% |
| YTD | -11.9% | +28.3% | -40.2% | -25.9% |
| 1Y | -0.4% | +34.5% | -34.9% | -19.0% |
| 3Y | +159.6% | +66.5% | +93.0% | +78.8% |
| All | +61.0% | +78.6% | -17.6% | +1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling