+158.4%
MMM vs SYF
+159.4%
-1.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.2% |
| 7D | -0.4% | -2.0% | +1.6% | +0.3% |
| 30D | +12.1% | +1.2% | +10.9% | +11.6% |
| 3M | +1.4% | -9.4% | +10.8% | +4.6% |
| 6M | +26.6% | +4.4% | +22.2% | +23.9% |
| YTD | +16.8% | -11.9% | +28.7% | +20.5% |
| 1Y | +10.1% | -0.4% | +10.5% | +8.5% |
| 3Y | +158.4% | +159.6% | -1.1% | +100.9% |
| All | +158.4% | +159.4% | -1.0% | +100.9% |
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