+250.1%
SYF vs MKC
+29.9%
+220.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | -4.9% | -1.5% | -3.5% | -4.5% |
| 30D | -4.3% | -3.1% | -1.2% | -3.6% |
| 3M | +5.5% | +5.2% | +0.3% | +3.7% |
| 6M | +17.5% | -12.8% | +30.3% | +21.4% |
| YTD | -7.8% | -23.3% | +15.5% | -1.7% |
| 1Y | +1.6% | -24.1% | +25.8% | +8.4% |
| 3Y | +154.8% | -32.1% | +186.9% | +177.9% |
| 5Y | +79.5% | -32.8% | +112.3% | +92.8% |
| All | +250.1% | +29.9% | +220.3% | +239.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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