+618.6%
MSCI vs SYF
+267.3%
+351.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +0.4% | +2.4% | -2.0% | -0.3% |
| 30D | +0.6% | +0.8% | -0.3% | +0.2% |
| 3M | -7.1% | +13.4% | -20.5% | -11.1% |
| 6M | +0.8% | +16.3% | -15.5% | -4.5% |
| YTD | +1.0% | -3.0% | +4.0% | +0.7% |
| 1Y | +4.3% | +5.7% | -1.4% | +1.0% |
| 3Y | +9.9% | +160.1% | -150.2% | -23.7% |
| 5Y | -6.8% | +88.5% | -95.3% | -30.4% |
| All | +618.6% | +267.3% | +351.3% | +283.9% |
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 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