+91.3%
SYF vs M
+27.3%
+64.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -0.8% |
| 7D | +2.4% | +4.7% | -2.3% | +0.9% |
| 30D | +0.8% | -9.6% | +10.5% | +4.2% |
| 3M | +13.4% | +0.9% | +12.6% | +12.6% |
| 6M | +16.3% | +22.3% | -5.9% | +8.1% |
| YTD | -3.0% | +6.5% | -9.5% | -6.0% |
| 1Y | +5.7% | +38.8% | -33.1% | -6.4% |
| 3Y | +160.1% | +115.9% | +44.2% | +85.0% |
| All | +91.3% | +27.3% | +64.1% | +51.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling