+85.6%
SYF vs DVA
+41.6%
+43.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.3% | -2.0% |
| 7D | -1.3% | +2.0% | -3.3% | -1.8% |
| 30D | -1.1% | -0.4% | -0.7% | -1.0% |
| 3M | +7.4% | -7.7% | +15.1% | +8.4% |
| 6M | +16.2% | +20.0% | -3.8% | +9.4% |
| YTD | -6.1% | +61.1% | -67.2% | -18.9% |
| 1Y | +3.4% | +33.9% | -30.5% | -6.2% |
| 3Y | +162.9% | +91.5% | +71.3% | +109.7% |
| 5Y | +85.6% | +41.8% | +43.8% | +58.9% |
| All | +85.6% | +41.6% | +43.9% | +58.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling