+957.9%
MU vs SYF
+61.4%
+896.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.3% |
| 7D | +21.6% | -3.3% | +24.9% | +23.8% |
| 30D | -16.2% | -2.2% | -14.0% | -15.3% |
| 3M | -12.4% | -9.3% | -3.0% | -8.1% |
| 6M | +4.2% | +2.1% | +2.1% | +1.9% |
| YTD | +180.0% | -12.6% | +192.6% | +194.7% |
| 1Y | +226.4% | -3.4% | +229.8% | +224.3% |
| 3Y | +969.7% | +156.5% | +813.2% | +514.3% |
| 5Y | +957.9% | +59.6% | +898.4% | +637.1% |
| All | +957.9% | +61.4% | +896.5% | +637.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling