+129.9%
MRK vs SYF
+77.7%
+52.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.3% | -0.6% |
| 7D | -4.3% | -4.9% | +0.7% | -4.0% |
| 30D | +8.3% | -4.3% | +12.6% | +8.6% |
| 3M | +20.0% | +5.5% | +14.5% | +19.6% |
| 6M | +25.7% | +17.5% | +8.2% | +24.4% |
| YTD | +38.7% | -7.8% | +46.5% | +39.1% |
| 1Y | +74.7% | +1.6% | +73.0% | +74.1% |
| 3Y | +45.4% | +154.8% | -109.4% | +37.4% |
| All | +129.9% | +77.7% | +52.2% | +121.1% |
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