-0.4%
SYF vs DVA
+42.3%
-42.7%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.8% |
| 7D | -2.0% | -8.8% | +6.8% | -1.3% |
| 30D | +1.2% | -3.4% | +4.6% | +1.5% |
| 3M | -9.4% | -2.6% | -6.8% | -9.2% |
| 6M | +4.4% | -11.9% | +16.3% | +4.7% |
| YTD | -11.9% | +53.6% | -65.6% | -16.4% |
| 1Y | -0.4% | +41.9% | -42.3% | +0.2% |
| All | -0.4% | +42.3% | -42.7% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 1y: compounded portfolio wealth divided by compounded DVA 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…
1y analysis · Full analysis span regression · 6 months rolling