+1,284.1%
MSFT vs SYF
+340.9%
+943.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.1% |
| 7D | -2.7% | +2.4% | -5.1% | -3.3% |
| 30D | +2.7% | +0.8% | +1.9% | +2.4% |
| 3M | +17.0% | +13.4% | +3.6% | +12.6% |
| 6M | +23.8% | +16.3% | +7.5% | +18.2% |
| YTD | +4.0% | -3.0% | +7.0% | +3.9% |
| 1Y | -0.8% | +5.7% | -6.5% | -3.6% |
| 3Y | +55.6% | +160.1% | -104.5% | +13.3% |
| 5Y | +72.9% | +88.5% | -15.6% | +33.9% |
| 10Y | +875.8% | +263.1% | +612.7% | +462.8% |
| All | +1,284.1% | +340.9% | +943.2% | +643.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling