+59.6%
SYF vs M
-4.1%
+63.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | +0.2% |
| 7D | -3.3% | +0.6% | -3.8% | -3.6% |
| 30D | -2.2% | +7.0% | -9.2% | -4.8% |
| 3M | -9.3% | +3.1% | -12.5% | -10.9% |
| 6M | +2.1% | +33.5% | -31.5% | -8.6% |
| YTD | -12.6% | +13.4% | -26.0% | -17.7% |
| 1Y | -3.4% | +22.4% | -25.9% | -11.5% |
| 3Y | +156.5% | +150.9% | +5.6% | +70.5% |
| 5Y | +59.6% | -3.0% | +62.6% | +33.9% |
| All | +59.6% | -4.1% | +63.7% | +33.9% |
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