+167.2%
SYF vs MDY
+51.1%
+116.1%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -1.0% | -0.7% |
| 7D | +2.6% | +1.0% | +1.6% | +1.2% |
| 30D | 0.0% | -3.1% | +3.2% | +4.5% |
| 3M | +11.9% | +1.8% | +10.1% | +9.4% |
| 6M | +18.9% | +10.8% | +8.1% | +3.2% |
| YTD | -4.6% | +14.4% | -19.0% | -20.8% |
| 1Y | +6.4% | +15.2% | -8.8% | -12.5% |
| 3Y | +167.2% | +51.2% | +116.0% | +67.0% |
| All | +167.2% | +51.1% | +116.1% | +67.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling