+159.6%
SYF vs M
+158.0%
+1.6%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.4% |
| 7D | -2.0% | +7.0% | -9.0% | -4.1% |
| 30D | +1.2% | +8.9% | -7.7% | -1.8% |
| 3M | -9.4% | +4.5% | -13.9% | -11.1% |
| 6M | +4.4% | +36.2% | -31.8% | -6.1% |
| YTD | -11.9% | +15.1% | -27.0% | -16.8% |
| 1Y | -0.4% | +27.4% | -27.9% | -8.9% |
| 3Y | +159.6% | +160.1% | -0.6% | +106.2% |
| All | +159.6% | +158.0% | +1.6% | +106.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling