-13.2%
MCHP vs SYF
+159.4%
-172.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.5% | -1.2% |
| 7D | +5.7% | -2.0% | +7.7% | +7.0% |
| 30D | -13.4% | +1.2% | -14.6% | -14.0% |
| 3M | -20.1% | -9.4% | -10.8% | -15.3% |
| 6M | -35.5% | +4.4% | -39.9% | -37.9% |
| YTD | -1.6% | -11.9% | +10.4% | +4.5% |
| 1Y | +15.5% | -0.4% | +15.9% | +12.6% |
| 3Y | -13.2% | +159.6% | -172.7% | -48.0% |
| All | -13.2% | +159.4% | -172.6% | -48.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling