+53.8%
MMM vs SYF
+259.8%
-206.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.1% |
| 7D | -1.6% | +2.6% | -4.2% | -2.4% |
| 30D | -8.0% | 0.0% | -8.0% | -8.1% |
| 3M | +9.4% | +11.9% | -2.6% | +5.2% |
| 6M | +10.2% | +18.9% | -8.7% | +4.0% |
| YTD | +6.1% | -4.6% | +10.7% | +6.6% |
| 1Y | +10.8% | +6.4% | +4.4% | +7.4% |
| 3Y | +104.8% | +167.2% | -62.4% | +46.9% |
| 5Y | +27.0% | +92.3% | -65.3% | -2.4% |
| 10Y | +53.8% | +263.2% | -209.4% | -9.9% |
| All | +53.8% | +259.8% | -206.0% | -9.9% |
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 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