+349.5%
MTUM vs SYF
+258.4%
+91.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.1% |
| 7D | +0.7% | -4.9% | +5.6% | +2.1% |
| 30D | -2.4% | -4.3% | +1.9% | -1.3% |
| 3M | -3.6% | +5.5% | -9.2% | -5.5% |
| 6M | +23.7% | +17.5% | +6.2% | +17.5% |
| YTD | +22.9% | -7.8% | +30.7% | +24.5% |
| 1Y | +21.8% | +1.6% | +20.1% | +19.8% |
| 3Y | +114.4% | +154.8% | -40.4% | +59.5% |
| 5Y | +79.6% | +79.5% | +0.1% | +42.8% |
| All | +349.5% | +258.4% | +91.1% | +180.4% |
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 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