+220.7%
SYF vs MGY
+210.4%
+10.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | -4.9% | +3.5% | -8.5% | -6.2% |
| 30D | -4.3% | +5.3% | -9.6% | -6.5% |
| 3M | +5.5% | +2.6% | +2.9% | +3.0% |
| 6M | +17.5% | -3.3% | +20.8% | +15.9% |
| YTD | -7.8% | +29.2% | -37.0% | -19.9% |
| 1Y | +1.6% | +18.0% | -16.4% | -8.8% |
| 3Y | +154.8% | +30.0% | +124.8% | +116.9% |
| 5Y | +79.5% | +92.7% | -13.2% | +20.0% |
| All | +220.7% | +210.4% | +10.3% | +39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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