+554.8%
MA vs SYF
+219.4%
+335.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.7% |
| 7D | -0.3% | -4.3% | +3.9% | +1.3% |
| 30D | +11.3% | +1.0% | +10.3% | +10.9% |
| 3M | +16.7% | -6.4% | +23.1% | +19.3% |
| 6M | +32.8% | +1.0% | +31.8% | +31.3% |
| YTD | +15.6% | -10.7% | +26.4% | +19.0% |
| 1Y | +19.6% | +1.8% | +17.8% | +17.1% |
| 3Y | +72.1% | +165.8% | -93.8% | +10.6% |
| 5Y | +96.0% | +65.9% | +30.1% | +46.7% |
| 10Y | +554.8% | +206.0% | +348.8% | +268.6% |
| All | +554.8% | +219.4% | +335.4% | +268.6% |
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