+5.6%
MSCI vs SYF
+61.4%
-55.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.4% |
| 7D | -0.7% | -3.3% | +2.6% | +0.3% |
| 30D | +16.2% | -2.2% | +18.4% | +16.9% |
| 3M | +16.1% | -9.3% | +25.5% | +19.4% |
| 6M | +12.9% | +2.1% | +10.9% | +11.4% |
| YTD | +14.8% | -12.6% | +27.5% | +18.2% |
| 1Y | +13.8% | -3.4% | +17.2% | +13.2% |
| 3Y | +31.2% | +156.5% | -125.2% | -14.3% |
| 5Y | +5.6% | +59.6% | -54.0% | -21.8% |
| All | +5.6% | +61.4% | -55.9% | -21.8% |
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