+1,369.7%
MSFT vs SYF
+306.8%
+1,062.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.5% | -0.9% |
| 7D | +1.7% | -2.1% | +3.8% | +2.2% |
| 30D | +0.2% | +2.5% | -2.4% | -0.6% |
| 3M | +6.4% | -6.3% | +12.6% | +8.0% |
| 6M | +28.7% | -1.5% | +30.2% | +28.5% |
| YTD | +10.4% | -10.5% | +20.9% | +12.6% |
| 1Y | +7.6% | +1.5% | +6.1% | +5.8% |
| 3Y | +52.3% | +163.3% | -111.0% | +10.4% |
| 5Y | +64.5% | +66.8% | -2.2% | +32.0% |
| 10Y | +917.8% | +228.5% | +689.3% | +503.8% |
| All | +1,369.7% | +306.8% | +1,062.9% | +705.7% |
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