+72.6%
SYF vs DUOL
+16.9%
+55.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.0% | -4.2% | +0.2% |
| 7D | -2.0% | +3.0% | -5.1% | -2.5% |
| 30D | +1.2% | +18.3% | -17.1% | -1.6% |
| 3M | -9.4% | +14.7% | -24.1% | -11.8% |
| 6M | +4.4% | +57.5% | -53.1% | -3.5% |
| YTD | -11.9% | -5.8% | -6.1% | -13.1% |
| 1Y | -0.4% | -11.4% | +11.0% | -1.0% |
| 3Y | +159.6% | -22.5% | +182.1% | +153.3% |
| 5Y | +60.9% | +6.6% | +54.2% | +35.4% |
| All | +72.6% | +16.9% | +55.7% | +53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL 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 DUOL 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