+83.0%
MMM vs SYF
+219.4%
-136.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.1% |
| 7D | +5.8% | -4.3% | +10.0% | +7.2% |
| 30D | +17.9% | +1.0% | +16.9% | +17.5% |
| 3M | +3.6% | -6.4% | +10.0% | +5.5% |
| 6M | +32.9% | +1.0% | +31.9% | +31.7% |
| YTD | +19.5% | -10.7% | +30.2% | +22.4% |
| 1Y | +16.5% | +1.8% | +14.8% | +14.5% |
| 3Y | +167.2% | +165.8% | +1.3% | +92.0% |
| 5Y | +48.2% | +65.9% | -17.7% | +19.0% |
| 10Y | +83.0% | +206.0% | -123.0% | +14.7% |
| All | +83.0% | +219.4% | -136.4% | +14.7% |
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 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