+82.7%
SYF vs DTE
+32.9%
+49.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.3% |
| 7D | -1.3% | 0.0% | -1.3% | -1.3% |
| 30D | -1.1% | -0.5% | -0.5% | -0.9% |
| 3M | +7.4% | -6.0% | +13.4% | +9.6% |
| 6M | +16.2% | -7.2% | +23.4% | +18.9% |
| YTD | -6.1% | +7.2% | -13.3% | -9.3% |
| 1Y | +3.4% | +4.1% | -0.7% | +0.9% |
| 3Y | +162.9% | +46.9% | +116.0% | +119.3% |
| All | +82.7% | +32.9% | +49.8% | +56.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling