-92.6%
MARA vs SYF
+300.4%
-393.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.8% | -3.7% | -3.5% |
| 7D | +10.1% | -2.0% | +12.1% | +11.5% |
| 30D | -15.1% | +1.2% | -16.3% | -16.2% |
| 3M | -24.1% | -9.4% | -14.7% | -19.3% |
| 6M | -45.2% | +4.4% | -49.6% | -47.5% |
| YTD | -22.2% | -11.9% | -10.2% | -17.0% |
| 1Y | -45.3% | -0.4% | -44.9% | -46.8% |
| 3Y | -23.9% | +159.6% | -183.4% | -59.8% |
| 5Y | -90.8% | +60.9% | -151.7% | -93.4% |
| 10Y | -81.0% | +180.9% | -261.9% | -90.7% |
| All | -92.6% | +300.4% | -393.0% | -96.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling