+300.4%
SYF vs DVA
+144.8%
+155.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | -2.0% | -8.8% | +6.8% | +0.8% |
| 30D | +1.2% | -3.4% | +4.6% | +2.0% |
| 3M | -9.4% | -2.6% | -6.8% | -9.1% |
| 6M | +4.4% | -11.9% | +16.3% | +6.9% |
| YTD | -11.9% | +53.6% | -65.6% | -27.4% |
| 1Y | -0.4% | +41.9% | -42.3% | -15.5% |
| 3Y | +159.6% | +97.5% | +62.1% | +87.5% |
| 5Y | +60.9% | +65.0% | -4.1% | +17.7% |
| 10Y | +180.9% | +193.2% | -12.3% | +56.4% |
| All | +300.4% | +144.8% | +155.6% | +141.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling