-81.6%
MARA vs SYF
+176.2%
-257.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.5% | -5.5% | -5.6% |
| 7D | +22.4% | -3.3% | +25.7% | +25.3% |
| 30D | -21.0% | -2.2% | -18.8% | -19.9% |
| 3M | -25.3% | -9.3% | -16.0% | -20.4% |
| 6M | -43.4% | +2.1% | -45.5% | -45.0% |
| YTD | -19.8% | -12.6% | -7.2% | -13.7% |
| 1Y | -50.0% | -3.4% | -46.6% | -50.3% |
| 3Y | -25.1% | +156.5% | -181.6% | -61.8% |
| 5Y | -90.5% | +59.6% | -150.1% | -93.3% |
| All | -81.6% | +176.2% | -257.8% | -90.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling