+300.4%
SYF vs MDY
+210.3%
+90.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +1.0% |
| 7D | -2.0% | +2.3% | -4.3% | -5.1% |
| 30D | +1.2% | +2.0% | -0.8% | -1.8% |
| 3M | -9.4% | -5.6% | -3.7% | -2.5% |
| 6M | +4.4% | +1.3% | +3.1% | +2.4% |
| YTD | -11.9% | +12.3% | -24.2% | -24.8% |
| 1Y | -0.4% | +15.8% | -16.2% | -18.3% |
| 3Y | +159.6% | +56.5% | +103.1% | +46.7% |
| 5Y | +60.9% | +35.1% | +25.7% | +12.0% |
| 10Y | +180.9% | +167.4% | +13.5% | -9.5% |
| All | +300.4% | +210.3% | +90.1% | +14.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling