+868.6%
MSFT vs SYF
+259.8%
+608.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.5% | -0.7% |
| 7D | -1.4% | +2.6% | -4.0% | -2.1% |
| 30D | -1.0% | 0.0% | -1.1% | -1.1% |
| 3M | +20.2% | +11.9% | +8.3% | +16.2% |
| 6M | +21.3% | +18.9% | +2.4% | +15.2% |
| YTD | +2.8% | -4.6% | +7.4% | +3.2% |
| 1Y | 0.0% | +6.4% | -6.4% | -2.9% |
| 3Y | +51.2% | +167.2% | -115.9% | +10.0% |
| 5Y | +71.4% | +92.3% | -20.9% | +32.7% |
| 10Y | +868.6% | +263.2% | +605.4% | +468.2% |
| All | +868.6% | +259.8% | +608.9% | +468.2% |
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