+185.4%
MAR vs SYF
+61.9%
+123.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | 0.0% |
| 7D | +1.0% | -3.6% | +4.6% | +2.6% |
| 30D | +16.2% | -1.7% | +17.9% | +17.0% |
| 3M | +23.1% | -7.8% | +30.9% | +27.1% |
| 6M | +22.0% | +3.4% | +18.6% | +18.7% |
| YTD | +39.2% | -12.2% | +51.4% | +45.1% |
| 1Y | +48.3% | -1.6% | +49.8% | +46.4% |
| 3Y | +123.4% | +157.8% | -34.4% | +34.9% |
| 5Y | +185.4% | +61.9% | +123.5% | +117.6% |
| All | +185.4% | +61.9% | +123.5% | +117.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling