+66.5%
SYF vs DRI
+74.0%
-7.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | +0.1% |
| 7D | -2.1% | +2.8% | -4.9% | -3.7% |
| 30D | +2.5% | +13.3% | -10.7% | -4.6% |
| 3M | -6.3% | +8.2% | -14.4% | -11.1% |
| 6M | -1.5% | +17.5% | -19.0% | -11.4% |
| YTD | -10.5% | +26.9% | -37.4% | -24.2% |
| 1Y | +1.5% | +31.6% | -30.1% | -16.3% |
| 3Y | +163.3% | +67.0% | +96.3% | +81.2% |
| All | +66.5% | +74.0% | -7.5% | +8.8% |
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