+247.6%
SYF vs MCO
+385.7%
-138.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -1.4% |
| 7D | -5.5% | -7.3% | +1.8% | -0.2% |
| 30D | -3.9% | -1.7% | -2.2% | -2.9% |
| 3M | +8.9% | +3.9% | +5.0% | +5.2% |
| 6M | +16.2% | +3.8% | +12.4% | +11.8% |
| YTD | -8.4% | -7.9% | -0.5% | -4.9% |
| 1Y | +2.6% | -6.8% | +9.5% | +5.0% |
| 3Y | +156.4% | +40.9% | +115.4% | +90.1% |
| 5Y | +78.2% | +27.5% | +50.7% | +38.5% |
| All | +247.6% | +385.7% | -138.1% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 10y: compounded portfolio wealth divided by compounded MCO 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…
10y analysis · Full analysis span regression · 6 months rolling