+230.8%
MRK vs SYF
+178.4%
+52.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.3% | +0.5% |
| 7D | +0.7% | -2.0% | +2.7% | +0.9% |
| 30D | +0.3% | +1.2% | -0.9% | +0.1% |
| 3M | +9.7% | -9.4% | +19.0% | +10.9% |
| 6M | +32.0% | +4.4% | +27.5% | +30.9% |
| YTD | +43.3% | -11.9% | +55.2% | +44.8% |
| 1Y | +63.7% | -0.4% | +64.1% | +62.8% |
| 3Y | +58.0% | +159.6% | -101.6% | +35.9% |
| 5Y | +105.0% | +60.9% | +44.1% | +85.8% |
| All | +230.8% | +178.4% | +52.3% | +159.0% |
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 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