-75.3%
MARA vs SYF
+255.8%
-331.1%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.5% | -1.6% | -2.3% |
| 7D | -1.5% | -5.5% | +4.1% | +2.8% |
| 30D | +18.1% | -3.9% | +21.9% | +21.2% |
| 3M | -9.4% | +8.9% | -18.4% | -15.6% |
| 6M | +33.4% | +16.2% | +17.2% | +17.8% |
| YTD | +27.3% | -8.4% | +35.7% | +33.0% |
| 1Y | -27.9% | +2.6% | -30.6% | -31.0% |
| 3Y | +4.8% | +156.4% | -151.6% | -46.3% |
| 5Y | -68.0% | +78.2% | -146.2% | -78.9% |
| All | -75.3% | +255.8% | -331.1% | -90.8% |
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