+855.4%
MU vs SYF
+158.5%
+696.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.4% | +5.6% | +5.4% |
| 7D | -22.0% | -2.1% | -19.9% | -21.1% |
| 30D | -36.6% | +2.5% | -39.1% | -37.5% |
| 3M | -21.7% | -6.3% | -15.4% | -19.3% |
| 6M | +3.5% | -1.5% | +5.0% | +3.1% |
| YTD | +141.9% | -10.5% | +152.4% | +152.1% |
| 1Y | +189.8% | +1.5% | +188.3% | +179.7% |
| 3Y | +855.4% | +163.3% | +692.1% | +560.3% |
| All | +855.4% | +158.5% | +696.8% | +560.3% |
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