+74.4%
SYF vs MGY
+88.8%
-14.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | -4.9% | +3.5% | -8.5% | -6.0% |
| 30D | -4.3% | +5.3% | -9.6% | -6.1% |
| 3M | +5.5% | +2.6% | +2.9% | +3.6% |
| 6M | +17.5% | -3.3% | +20.8% | +16.4% |
| YTD | -7.8% | +29.2% | -37.0% | -18.8% |
| 1Y | +1.6% | +18.0% | -16.4% | -7.7% |
| 3Y | +154.8% | +30.0% | +124.8% | +121.8% |
| All | +74.4% | +88.8% | -14.4% | +30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling