+97.5%
MO vs SYF
+89.2%
+8.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.3% |
| 7D | -2.4% | -1.3% | -1.1% | -2.3% |
| 30D | +3.6% | -1.1% | +4.7% | +3.6% |
| 3M | -3.7% | +7.4% | -11.1% | -4.3% |
| 6M | +4.5% | +16.2% | -11.7% | +3.2% |
| YTD | +21.5% | -6.1% | +27.6% | +21.8% |
| 1Y | +9.5% | +3.4% | +6.1% | +8.8% |
| 3Y | +93.6% | +162.9% | -69.3% | +66.2% |
| 5Y | +97.5% | +85.6% | +11.9% | +70.3% |
| All | +97.5% | +89.2% | +8.3% | +70.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling