-23.7%
MARA vs SYF
+3.3%
-27.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.7% | +4.1% | +4.4% |
| 7D | +5.9% | -4.9% | +10.8% | +9.0% |
| 30D | +24.3% | -4.3% | +28.6% | +27.2% |
| 3M | -12.0% | +5.5% | -17.5% | -15.3% |
| 6M | +40.1% | +17.5% | +22.6% | +26.5% |
| YTD | +33.4% | -7.8% | +41.2% | +35.3% |
| 1Y | -23.7% | +1.6% | -25.4% | -35.6% |
| All | -23.7% | +3.3% | -27.0% | -35.6% |
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 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