+893.1%
MSFT vs SYF
+221.7%
+671.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.5% | -0.9% |
| 7D | +1.7% | -1.7% | +3.4% | +2.1% |
| 30D | +0.2% | +3.0% | -2.8% | -0.7% |
| 3M | +6.4% | -5.8% | +12.2% | +7.8% |
| 6M | +28.7% | -1.0% | +29.7% | +28.3% |
| YTD | +10.4% | -10.1% | +20.5% | +12.4% |
| 1Y | +7.6% | +2.0% | +5.6% | +5.7% |
| 3Y | +52.3% | +164.5% | -112.2% | +11.1% |
| 5Y | +64.5% | +67.5% | -3.0% | +32.4% |
| All | +893.1% | +221.7% | +671.4% | +585.1% |
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