-88.0%
MARA vs SYF
+340.9%
-428.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.6% |
| 7D | +6.0% | +2.4% | +3.6% | +4.3% |
| 30D | +0.6% | +0.8% | -0.2% | -0.2% |
| 3M | -18.5% | +13.4% | -31.9% | -25.9% |
| 6M | +21.7% | +16.3% | +5.4% | +8.5% |
| YTD | +25.9% | -3.0% | +29.0% | +26.2% |
| 1Y | -25.1% | +5.7% | -30.9% | -29.5% |
| 3Y | -5.7% | +160.1% | -165.9% | -50.4% |
| 5Y | -73.9% | +88.5% | -162.5% | -83.0% |
| 10Y | -75.6% | +263.1% | -338.7% | -89.4% |
| All | -88.0% | +340.9% | -428.9% | -94.5% |
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