+306.8%
SYF vs DRI
+679.1%
-372.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | +0.1% |
| 7D | -2.1% | +2.8% | -4.9% | -3.8% |
| 30D | +2.5% | +13.3% | -10.7% | -4.7% |
| 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% | -23.8% |
| 1Y | +1.5% | +31.6% | -30.1% | -15.5% |
| 3Y | +163.3% | +67.0% | +96.3% | +87.0% |
| 5Y | +66.8% | +72.9% | -6.2% | +14.8% |
| 10Y | +228.5% | +371.3% | -142.8% | +29.6% |
| All | +306.8% | +679.1% | -372.3% | +43.3% |
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