+61.9%
SYF vs MKC
-35.7%
+97.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | 0.0% | +0.4% |
| 7D | -3.6% | -7.0% | +3.4% | -2.3% |
| 30D | -1.7% | +4.1% | -5.8% | -2.6% |
| 3M | -7.8% | -10.3% | +2.5% | -6.1% |
| 6M | +3.4% | +1.7% | +1.7% | +2.5% |
| YTD | -12.2% | -29.1% | +16.9% | -6.7% |
| 1Y | -1.6% | -26.0% | +24.4% | +3.3% |
| 3Y | +157.8% | -21.5% | +179.2% | +161.3% |
| 5Y | +61.9% | -35.0% | +96.9% | +77.6% |
| All | +61.9% | -35.7% | +97.6% | +77.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling