+92.3%
SYF vs MKC
-33.2%
+125.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.6% |
| 7D | +2.6% | -4.3% | +7.0% | +3.5% |
| 30D | 0.0% | -2.0% | +2.0% | +0.4% |
| 3M | +11.9% | +10.0% | +1.9% | +9.6% |
| 6M | +18.9% | -18.5% | +37.4% | +23.7% |
| YTD | -4.6% | -22.4% | +17.8% | -0.1% |
| 1Y | +6.4% | -23.6% | +30.0% | +11.6% |
| 3Y | +167.2% | -30.4% | +197.6% | +184.0% |
| 5Y | +92.3% | -34.2% | +126.5% | +109.5% |
| All | +92.3% | -33.2% | +125.6% | +109.5% |
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