+584.1%
MA vs SYF
+176.2%
+407.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | -0.5% | -3.3% | +2.7% | +0.7% |
| 30D | +7.9% | -2.2% | +10.1% | +8.8% |
| 3M | +16.8% | -9.3% | +26.1% | +20.8% |
| 6M | +31.0% | +2.1% | +28.9% | +29.1% |
| YTD | +15.0% | -12.6% | +27.7% | +19.3% |
| 1Y | +17.0% | -3.4% | +20.5% | +16.8% |
| 3Y | +68.5% | +156.5% | -88.0% | +9.3% |
| 5Y | +85.0% | +59.6% | +25.4% | +40.2% |
| All | +584.1% | +176.2% | +407.9% | +269.2% |
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