+1,564.3%
MSCI vs SYF
+297.4%
+1,267.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +2.2% |
| 7D | +2.7% | -4.2% | +6.9% | +4.0% |
| 30D | +16.2% | -1.1% | +17.3% | +16.5% |
| 3M | +17.1% | -7.9% | +25.0% | +19.8% |
| 6M | +13.0% | -1.1% | +14.1% | +12.6% |
| YTD | +15.8% | -12.6% | +28.4% | +19.1% |
| 1Y | +15.5% | -2.4% | +17.9% | +14.6% |
| 3Y | +32.3% | +156.6% | -124.3% | -7.8% |
| 5Y | +8.2% | +61.9% | -53.7% | -14.9% |
| 10Y | +800.7% | +186.5% | +614.2% | +415.2% |
| All | +1,564.3% | +297.4% | +1,267.0% | +773.8% |
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 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