+306.8%
SYF vs M
-34.5%
+341.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.6% | +4.1% | +1.0% |
| 7D | -2.1% | -4.3% | +2.1% | -0.9% |
| 30D | +2.5% | +1.3% | +1.2% | +1.8% |
| 3M | -6.3% | -7.4% | +1.1% | -4.4% |
| 6M | -1.5% | +18.3% | -19.8% | -7.8% |
| YTD | -10.5% | +7.6% | -18.1% | -14.0% |
| 1Y | +1.5% | +17.4% | -15.9% | -5.4% |
| 3Y | +163.3% | +108.4% | +54.9% | +90.4% |
| 5Y | +66.8% | -10.6% | +77.4% | +48.9% |
| 10Y | +228.5% | -3.2% | +231.7% | +95.6% |
| All | +306.8% | -34.5% | +341.4% | +159.4% |
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