+424.9%
MAR vs SYF
+255.8%
+169.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.7% | +0.5% |
| 7D | -2.1% | -5.5% | +3.4% | +0.7% |
| 30D | -5.7% | -3.9% | -1.8% | -4.0% |
| 3M | -14.6% | +8.9% | -23.5% | -18.9% |
| 6M | +1.3% | +16.2% | -14.9% | -6.9% |
| YTD | +6.7% | -8.4% | +15.1% | +9.7% |
| 1Y | +26.4% | +2.6% | +23.8% | +22.3% |
| 3Y | +64.7% | +156.4% | -91.6% | -4.6% |
| 5Y | +153.1% | +78.2% | +74.9% | +70.0% |
| All | +424.9% | +255.8% | +169.1% | +135.6% |
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