+119.9%
MS vs SYF
+67.6%
+52.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.8% | +3.5% |
| 7D | +0.7% | -4.3% | +5.0% | +3.1% |
| 30D | -0.9% | +1.0% | -2.0% | -1.5% |
| 3M | -13.0% | -6.4% | -6.6% | -10.0% |
| 6M | -2.0% | +1.0% | -3.0% | -3.4% |
| YTD | +7.8% | -10.7% | +18.5% | +12.9% |
| 1Y | +17.9% | +1.8% | +16.1% | +14.9% |
| 3Y | +174.8% | +165.8% | +8.9% | +59.3% |
| 5Y | +119.9% | +65.9% | +53.9% | +59.2% |
| All | +119.9% | +67.6% | +52.2% | +59.2% |
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