+578.8%
MS vs SYF
+218.0%
+360.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.8% | +3.5% |
| 7D | +0.7% | -4.7% | +5.4% | +3.5% |
| 30D | -0.9% | +0.6% | -1.5% | -1.3% |
| 3M | -13.0% | -6.8% | -6.2% | -9.7% |
| 6M | -2.0% | +0.5% | -2.5% | -3.2% |
| YTD | +7.8% | -11.1% | +18.9% | +13.4% |
| 1Y | +17.9% | +1.3% | +16.6% | +15.1% |
| 3Y | +174.8% | +164.6% | +10.1% | +52.5% |
| 5Y | +119.9% | +65.2% | +54.7% | +52.3% |
| 10Y | +578.8% | +204.6% | +374.2% | +202.0% |
| All | +578.8% | +218.0% | +360.9% | +202.0% |
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