+156.4%
MAR vs SYF
+89.0%
+67.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -1.6% |
| 7D | -1.7% | +2.6% | -4.3% | -2.8% |
| 30D | -6.9% | 0.0% | -6.9% | -7.0% |
| 3M | -15.8% | +11.9% | -27.7% | -20.6% |
| 6M | +1.9% | +18.9% | -17.0% | -6.5% |
| YTD | +6.6% | -4.6% | +11.2% | +7.4% |
| 1Y | +23.7% | +6.4% | +17.3% | +18.2% |
| 3Y | +64.6% | +167.2% | -102.6% | -1.1% |
| 5Y | +156.4% | +92.3% | +64.0% | +67.2% |
| All | +156.4% | +89.0% | +67.4% | +67.2% |
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 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