+231.8%
SYF vs MGY
+206.7%
+25.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.3% | -3.9% | -2.5% |
| 7D | +2.6% | -0.9% | +3.5% | +2.9% |
| 30D | 0.0% | +10.1% | -10.1% | -4.0% |
| 3M | +11.9% | -1.5% | +13.4% | +10.9% |
| 6M | +18.9% | -4.9% | +23.8% | +18.1% |
| YTD | -4.6% | +27.7% | -32.3% | -16.7% |
| 1Y | +6.4% | +20.1% | -13.7% | -5.3% |
| 3Y | +167.2% | +24.9% | +142.3% | +131.1% |
| 5Y | +92.3% | +91.6% | +0.8% | +28.9% |
| All | +231.8% | +206.7% | +25.1% | +45.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling