-1.6%
SYF vs M
+25.7%
-27.3%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.4% | +0.7% |
| 7D | -3.6% | -3.3% | -0.3% | -2.6% |
| 30D | -1.7% | +8.1% | -9.8% | -4.7% |
| 3M | -7.8% | +2.2% | -10.0% | -9.0% |
| 6M | +3.4% | +35.1% | -31.7% | -8.8% |
| YTD | -12.2% | +15.8% | -28.0% | -16.9% |
| 1Y | -1.6% | +25.8% | -27.4% | -10.8% |
| All | -1.6% | +25.7% | -27.3% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling