+340.9%
SYF vs DVA
+158.0%
+182.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.3% |
| 7D | +2.4% | +1.8% | +0.6% | +1.8% |
| 30D | +0.8% | -2.5% | +3.3% | +1.6% |
| 3M | +13.4% | -4.3% | +17.7% | +13.7% |
| 6M | +16.3% | +18.9% | -2.5% | +7.1% |
| YTD | -3.0% | +61.9% | -65.0% | -21.0% |
| 1Y | +5.7% | +35.7% | -30.0% | -8.5% |
| 3Y | +160.1% | +78.6% | +81.5% | +94.6% |
| 5Y | +88.5% | +39.2% | +49.3% | +49.8% |
| 10Y | +263.1% | +184.0% | +79.0% | +108.5% |
| All | +340.9% | +158.0% | +182.9% | +162.6% |
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