+170.6%
SYF vs MDY
+165.3%
+5.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +1.0% |
| 7D | -2.0% | +2.3% | -4.3% | -5.2% |
| 30D | +1.2% | +2.0% | -0.8% | -2.0% |
| 3M | -9.4% | -5.6% | -3.7% | -2.2% |
| 6M | +4.4% | +1.3% | +3.1% | +2.3% |
| YTD | -11.9% | +12.3% | -24.2% | -25.4% |
| 1Y | -0.4% | +15.8% | -16.2% | -19.1% |
| 3Y | +159.6% | +56.5% | +103.1% | +42.4% |
| 5Y | +60.9% | +35.1% | +25.7% | +9.7% |
| All | +170.6% | +165.3% | +5.3% | -25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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