-58.7%
MARA vs SYF
+4.2%
-62.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -4.0% |
| 7D | -6.5% | -0.4% | -6.1% | -6.5% |
| 30D | -38.5% | +4.4% | -42.9% | -40.0% |
| 3M | -41.5% | -4.7% | -36.8% | -40.4% |
| 6M | -41.9% | +1.9% | -43.8% | -43.1% |
| YTD | -23.5% | -8.9% | -14.6% | -25.0% |
| 1Y | -58.7% | +4.1% | -62.7% | -64.9% |
| All | -58.7% | +4.2% | -62.9% | -64.9% |
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