+153.0%
SYF vs MGY
+24.9%
+128.0%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.1% | -2.4% |
| 7D | -5.5% | +1.8% | -7.3% | -6.1% |
| 30D | -3.9% | +6.5% | -10.4% | -6.1% |
| 3M | +8.9% | +0.3% | +8.6% | +8.1% |
| 6M | +16.2% | -2.4% | +18.6% | +14.5% |
| YTD | -8.4% | +29.0% | -37.4% | -22.4% |
| 1Y | +2.6% | +17.0% | -14.4% | -9.0% |
| All | +153.0% | +24.9% | +128.0% | +109.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling