+340.9%
SYF vs DRI
+640.5%
-299.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.4% |
| 7D | +2.4% | +0.6% | +1.8% | +2.0% |
| 30D | +0.8% | +3.8% | -3.0% | -1.6% |
| 3M | +13.4% | +13.0% | +0.4% | +5.0% |
| 6M | +16.3% | +8.3% | +8.0% | +10.0% |
| YTD | -3.0% | +20.6% | -23.6% | -14.5% |
| 1Y | +5.7% | +6.5% | -0.7% | -0.5% |
| 3Y | +160.1% | +53.7% | +106.4% | +94.7% |
| 5Y | +88.5% | +72.7% | +15.8% | +30.3% |
| 10Y | +263.1% | +363.2% | -100.1% | +46.8% |
| All | +340.9% | +640.5% | -299.6% | +60.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling