+130.1%
MMM vs SYF
+306.8%
-176.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -0.9% | -1.3% |
| 7D | +6.2% | -2.1% | +8.3% | +6.9% |
| 30D | +14.2% | +2.5% | +11.7% | +13.3% |
| 3M | +2.9% | -6.3% | +9.2% | +4.7% |
| 6M | +27.6% | -1.5% | +29.0% | +27.4% |
| YTD | +17.3% | -10.5% | +27.8% | +20.0% |
| 1Y | +15.1% | +1.5% | +13.6% | +13.2% |
| 3Y | +157.1% | +163.3% | -6.1% | +87.4% |
| 5Y | +45.1% | +66.8% | -21.6% | +17.2% |
| 10Y | +83.9% | +228.5% | -144.6% | +13.3% |
| All | +130.1% | +306.8% | -176.7% | +32.6% |
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