+134.7%
MMM vs SYF
+299.1%
-164.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -2.6% | -3.6% | +1.0% | -1.6% |
| 30D | +17.4% | -1.7% | +19.1% | +17.9% |
| 3M | +3.6% | -7.8% | +11.4% | +5.9% |
| 6M | +33.0% | +3.4% | +29.6% | +30.9% |
| YTD | +19.6% | -12.2% | +31.8% | +23.1% |
| 1Y | +14.0% | -1.6% | +15.6% | +13.2% |
| 3Y | +164.3% | +157.8% | +6.5% | +93.8% |
| 5Y | +49.3% | +61.9% | -12.5% | +21.6% |
| 10Y | +78.4% | +180.0% | -101.7% | +14.0% |
| All | +134.7% | +299.1% | -164.4% | +36.0% |
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