+250.1%
SYF vs DTE
+137.8%
+112.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +1.6% |
| 7D | -4.9% | -2.6% | -2.3% | -3.2% |
| 30D | -4.3% | -4.4% | +0.1% | -1.4% |
| 3M | +5.5% | -8.3% | +13.9% | +11.7% |
| 6M | +17.5% | -8.1% | +25.6% | +23.4% |
| YTD | -7.8% | +4.4% | -12.2% | -12.0% |
| 1Y | +1.6% | +0.2% | +1.5% | -0.4% |
| 3Y | +154.8% | +42.6% | +112.2% | +85.6% |
| 5Y | +79.5% | +31.5% | +48.0% | +35.1% |
| All | +250.1% | +137.8% | +112.3% | +108.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 10y: compounded portfolio wealth divided by compounded DTE 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…
10y analysis · Full analysis span regression · 6 months rolling