+52.3%
MSFT vs SYF
+158.5%
-106.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.5% | -0.9% |
| 7D | +1.7% | -2.1% | +3.8% | +2.1% |
| 30D | +0.2% | +2.5% | -2.4% | -0.4% |
| 3M | +6.4% | -6.3% | +12.6% | +7.6% |
| 6M | +28.7% | -1.5% | +30.2% | +28.6% |
| YTD | +10.4% | -10.5% | +20.9% | +11.9% |
| 1Y | +7.6% | +1.5% | +6.1% | +6.2% |
| 3Y | +52.3% | +163.3% | -111.0% | +40.5% |
| All | +52.3% | +158.5% | -106.2% | +40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling