-43.7%
MARA vs SYF
-2.5%
-41.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.5% | -5.5% | -5.8% |
| 7D | +22.4% | -3.3% | +25.7% | +24.1% |
| 30D | -21.0% | -2.2% | -18.8% | -20.4% |
| 3M | -25.3% | -9.3% | -16.0% | -22.2% |
| 6M | -43.4% | +2.1% | -45.5% | -44.5% |
| YTD | -19.8% | -12.6% | -7.2% | -20.8% |
| All | -43.7% | -2.5% | -41.2% | -45.4% |
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 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