+72.3%
MSFT vs SYF
+89.2%
-16.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | 0.0% |
| 7D | -1.0% | -1.3% | +0.3% | -0.7% |
| 30D | -2.7% | -1.1% | -1.6% | -2.5% |
| 3M | +22.1% | +7.4% | +14.7% | +19.4% |
| 6M | +20.6% | +16.2% | +4.4% | +15.2% |
| YTD | +2.3% | -6.1% | +8.4% | +3.1% |
| 1Y | -0.5% | +3.4% | -3.9% | -2.7% |
| 3Y | +50.5% | +162.9% | -112.3% | +7.3% |
| 5Y | +72.3% | +85.6% | -13.2% | +24.4% |
| All | +72.3% | +89.2% | -16.9% | +24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling