+158.7%
SYF vs MKC
-21.5%
+180.2%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | 0.0% | +0.4% |
| 7D | -3.6% | -7.0% | +3.4% | -2.7% |
| 30D | -1.7% | +4.1% | -5.8% | -2.2% |
| 3M | -7.8% | -10.3% | +2.5% | -6.7% |
| 6M | +3.4% | +1.7% | +1.7% | +2.9% |
| YTD | -12.2% | -29.1% | +16.9% | -8.7% |
| 1Y | -1.6% | -26.0% | +24.4% | +1.4% |
| All | +158.7% | -21.5% | +180.2% | +151.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling