+34.0%
MELI vs SYF
+154.1%
-120.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.5% | +4.1% | +2.2% |
| 7D | -4.3% | -5.5% | +1.3% | -3.0% |
| 30D | -1.7% | -3.9% | +2.1% | -0.9% |
| 3M | +20.0% | +8.9% | +11.1% | +17.1% |
| 6M | +9.4% | +16.2% | -6.8% | +5.5% |
| YTD | -5.4% | -8.4% | +3.1% | -4.2% |
| 1Y | -18.8% | +2.6% | -21.5% | -20.0% |
| All | +34.0% | +154.1% | -120.1% | +11.7% |
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