+226.5%
MET vs SYF
+305.8%
-79.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +3.8% |
| 7D | +1.3% | -4.3% | +5.6% | +3.6% |
| 30D | +4.0% | +1.0% | +3.0% | +3.4% |
| 3M | +4.6% | -6.4% | +11.0% | +8.0% |
| 6M | +32.8% | +1.0% | +31.8% | +30.6% |
| YTD | +32.3% | -10.7% | +43.0% | +37.9% |
| 1Y | +37.1% | +1.8% | +35.4% | +33.2% |
| 3Y | +86.8% | +165.8% | -79.0% | +3.3% |
| 5Y | +87.4% | +65.9% | +21.5% | +27.7% |
| 10Y | +209.9% | +206.0% | +3.9% | +33.5% |
| All | +226.5% | +305.8% | -79.3% | +26.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling