+486.0%
MAR vs SYF
+340.9%
+145.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -4.2% | +2.4% | -6.5% | -5.2% |
| 30D | -6.7% | +0.8% | -7.5% | -7.2% |
| 3M | -12.5% | +13.4% | -25.9% | -18.4% |
| 6M | +0.6% | +16.3% | -15.8% | -7.4% |
| YTD | +9.1% | -3.0% | +12.1% | +9.0% |
| 1Y | +26.2% | +5.7% | +20.5% | +20.5% |
| 3Y | +68.2% | +160.1% | -92.0% | -1.5% |
| 5Y | +163.9% | +88.5% | +75.4% | +74.6% |
| 10Y | +420.6% | +263.1% | +157.5% | +123.5% |
| All | +486.0% | +340.9% | +145.1% | +138.4% |
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