+170.6%
SYF vs DTE
+152.1%
+18.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.6% |
| 7D | -2.0% | +3.4% | -5.5% | -4.3% |
| 30D | +1.2% | +8.9% | -7.7% | -4.8% |
| 3M | -9.4% | +1.1% | -10.4% | -10.3% |
| 6M | +4.4% | +0.1% | +4.3% | +3.6% |
| YTD | -11.9% | +11.1% | -23.0% | -19.8% |
| 1Y | -0.4% | +4.9% | -5.4% | -5.6% |
| 3Y | +159.6% | +58.6% | +101.0% | +74.1% |
| 5Y | +60.9% | +47.3% | +13.6% | +9.9% |
| All | +170.6% | +152.1% | +18.5% | +59.8% |
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