+920.4%
MSFT vs SYF
+219.4%
+701.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.7% | +3.5% | +2.9% |
| 7D | +7.5% | -4.3% | +11.8% | +8.7% |
| 30D | +1.9% | +1.0% | +0.9% | +1.5% |
| 3M | +9.2% | -6.4% | +15.7% | +10.9% |
| 6M | +31.9% | +1.0% | +30.9% | +30.8% |
| YTD | +13.4% | -10.7% | +24.2% | +15.7% |
| 1Y | +10.6% | +1.8% | +8.9% | +8.8% |
| 3Y | +54.7% | +165.8% | -111.2% | +12.7% |
| 5Y | +69.1% | +65.9% | +3.2% | +36.5% |
| 10Y | +920.4% | +206.0% | +714.4% | +605.2% |
| All | +920.4% | +219.4% | +701.0% | +605.2% |
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 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