+297.5%
MRK vs SYF
+333.7%
-36.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.0% |
| 7D | -0.9% | +2.6% | -3.5% | -1.3% |
| 30D | +15.5% | 0.0% | +15.4% | +15.4% |
| 3M | +25.1% | +11.9% | +13.2% | +23.0% |
| 6M | +30.1% | +18.9% | +11.2% | +26.8% |
| YTD | +43.1% | -4.6% | +47.7% | +43.3% |
| 1Y | +82.5% | +6.4% | +76.1% | +79.7% |
| 3Y | +49.3% | +167.2% | -117.9% | +26.4% |
| 5Y | +130.3% | +92.3% | +37.9% | +100.6% |
| 10Y | +234.3% | +263.2% | -28.8% | +137.4% |
| All | +297.5% | +333.7% | -36.3% | +171.9% |
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