+340.9%
SYF vs M
-35.2%
+376.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +86.5% |
| 5Y | +88.5% | +28.6% | +59.9% | +48.8% |
| 10Y | +263.1% | -2.5% | +265.6% | +117.1% |
| All | +340.9% | -35.2% | +376.1% | +183.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling