+300.4%
SYF vs MKC
+79.2%
+221.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.5% |
| 7D | -2.0% | -3.0% | +1.0% | -1.2% |
| 30D | +1.2% | +4.8% | -3.6% | -0.3% |
| 3M | -9.4% | -12.8% | +3.5% | -6.2% |
| 6M | +4.4% | +5.0% | -0.6% | +2.2% |
| YTD | -11.9% | -29.1% | +17.1% | -4.4% |
| 1Y | -0.4% | -26.4% | +26.0% | +6.8% |
| 3Y | +159.6% | -21.6% | +181.2% | +167.8% |
| 5Y | +60.9% | -35.2% | +96.1% | +73.6% |
| 10Y | +180.9% | +25.6% | +155.3% | +152.7% |
| All | +300.4% | +79.2% | +221.2% | +216.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling