+64.9%
MET vs SYF
+170.1%
-105.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.5% | -1.4% |
| 7D | +1.1% | +2.6% | -1.5% | 0.0% |
| 30D | -2.3% | 0.0% | -2.4% | -2.4% |
| 3M | +13.9% | +11.9% | +2.0% | +7.4% |
| 6M | +34.8% | +18.9% | +15.9% | +23.4% |
| YTD | +23.5% | -4.6% | +28.1% | +24.6% |
| 1Y | +23.4% | +6.4% | +17.0% | +18.0% |
| 3Y | +64.9% | +167.2% | -102.3% | +8.9% |
| All | +64.9% | +170.1% | -105.2% | +8.9% |
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