+517.0%
MA vs SYF
+267.3%
+249.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -2.7% | +2.4% | -5.1% | -3.6% |
| 30D | +1.5% | +0.8% | +0.7% | +1.1% |
| 3M | +20.4% | +13.4% | +7.0% | +14.4% |
| 6M | +11.1% | +16.3% | -5.2% | +4.2% |
| YTD | +2.0% | -3.0% | +5.0% | +1.9% |
| 1Y | -2.2% | +5.7% | -7.9% | -5.6% |
| 3Y | +41.9% | +160.1% | -118.2% | -7.9% |
| 5Y | +75.4% | +88.5% | -13.2% | +24.9% |
| All | +517.0% | +267.3% | +249.7% | +204.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 SYF 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