+913.4%
MSFT vs SYF
+176.2%
+737.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | -2.4% | -3.3% | +0.8% | -1.5% |
| 30D | -3.8% | -2.2% | -1.6% | -3.3% |
| 3M | +6.4% | -9.3% | +15.8% | +9.0% |
| 6M | +28.8% | +2.1% | +26.7% | +27.4% |
| YTD | +8.8% | -12.6% | +21.5% | +11.7% |
| 1Y | +3.2% | -3.4% | +6.6% | +2.8% |
| 3Y | +44.8% | +156.5% | -111.7% | +6.3% |
| 5Y | +61.8% | +59.6% | +2.3% | +31.8% |
| All | +913.4% | +176.2% | +737.2% | +575.5% |
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