+241.6%
MET vs SYF
+257.7%
-16.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +1.1% |
| 7D | -0.8% | -1.3% | +0.6% | 0.0% |
| 30D | -1.4% | -1.1% | -0.3% | -0.9% |
| 3M | +12.5% | +7.4% | +5.1% | +7.4% |
| 6M | +37.1% | +16.2% | +20.9% | +25.2% |
| YTD | +23.8% | -6.1% | +29.9% | +26.0% |
| 1Y | +24.1% | +3.4% | +20.8% | +19.6% |
| 3Y | +65.2% | +162.9% | -97.7% | -8.4% |
| 5Y | +82.3% | +85.6% | -3.3% | +16.4% |
| 10Y | +241.6% | +262.7% | -21.2% | +38.4% |
| All | +241.6% | +257.7% | -16.1% | +38.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling