+1,362.4%
MU vs SYF
+164.6%
+1,197.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.1% | +6.0% | +6.1% |
| 7D | +9.0% | +2.4% | +6.6% | +7.6% |
| 30D | +13.8% | +0.8% | +13.0% | +13.1% |
| 3M | +2.1% | +13.4% | -11.3% | -4.8% |
| 6M | +153.8% | +16.3% | +137.5% | +131.7% |
| YTD | +256.4% | -3.0% | +259.4% | +256.4% |
| 1Y | +719.8% | +5.7% | +714.0% | +677.6% |
| All | +1,362.4% | +164.6% | +1,197.9% | +910.4% |
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 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