+647.3%
MAR vs SYF
+299.1%
+348.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | 0.0% |
| 7D | +1.0% | -3.6% | +4.6% | +2.8% |
| 30D | +16.2% | -1.7% | +17.9% | +17.1% |
| 3M | +23.1% | -7.8% | +30.9% | +27.5% |
| 6M | +22.0% | +3.4% | +18.6% | +18.5% |
| YTD | +39.2% | -12.2% | +51.4% | +45.5% |
| 1Y | +48.3% | -1.6% | +49.8% | +46.4% |
| 3Y | +123.4% | +157.8% | -34.4% | +31.2% |
| 5Y | +185.4% | +61.9% | +123.5% | +103.9% |
| 10Y | +539.2% | +180.0% | +359.1% | +203.9% |
| All | +647.3% | +299.1% | +348.2% | +218.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling