+26.6%
MAR vs SYF
+4.8%
+21.8%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.4% |
| 7D | -0.5% | -1.3% | +0.8% | 0.0% |
| 30D | -4.7% | -1.1% | -3.6% | -4.4% |
| 3M | -15.6% | +7.4% | -23.0% | -18.5% |
| 6M | +1.2% | +16.2% | -15.0% | -5.6% |
| YTD | +7.5% | -6.1% | +13.6% | +7.9% |
| 1Y | +26.6% | +3.4% | +23.2% | +20.5% |
| All | +26.6% | +4.8% | +21.8% | +20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling