+199.7%
MET vs SYF
+189.2%
+10.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | 0.0% | +0.3% |
| 7D | 0.0% | -3.6% | +3.6% | +2.0% |
| 30D | +3.4% | -1.7% | +5.1% | +4.2% |
| 3M | +7.0% | -7.8% | +14.8% | +11.3% |
| 6M | +34.6% | +3.4% | +31.2% | +30.7% |
| YTD | +34.0% | -12.2% | +46.1% | +40.9% |
| 1Y | +35.9% | -1.6% | +37.5% | +34.3% |
| 3Y | +85.5% | +157.8% | -72.3% | +3.8% |
| 5Y | +87.8% | +61.9% | +25.9% | +29.6% |
| 10Y | +199.7% | +180.0% | +19.7% | +34.6% |
| All | +199.7% | +189.2% | +10.5% | +34.6% |
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