+333.7%
SYF vs MCO
+509.3%
-175.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | +0.1% |
| 7D | +2.6% | -2.7% | +5.3% | +4.5% |
| 30D | 0.0% | +0.9% | -0.9% | -0.9% |
| 3M | +11.9% | +8.7% | +3.2% | +4.9% |
| 6M | +18.9% | +2.4% | +16.5% | +15.7% |
| YTD | -4.6% | -5.2% | +0.6% | -3.0% |
| 1Y | +6.4% | -4.4% | +10.7% | +6.8% |
| 3Y | +167.2% | +45.1% | +122.0% | +96.9% |
| 5Y | +92.3% | +31.5% | +60.9% | +48.1% |
| 10Y | +263.2% | +380.7% | -117.6% | +21.6% |
| All | +333.7% | +509.3% | -175.6% | +32.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling