+299.1%
SYF vs MKC
+79.1%
+220.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | 0.0% | +0.3% |
| 7D | -3.6% | -7.0% | +3.4% | -1.7% |
| 30D | -1.7% | +4.1% | -5.8% | -3.0% |
| 3M | -7.8% | -10.3% | +2.5% | -5.4% |
| 6M | +3.4% | +1.7% | +1.7% | +2.1% |
| YTD | -12.2% | -29.1% | +16.9% | -4.7% |
| 1Y | -1.6% | -26.0% | +24.4% | +5.3% |
| 3Y | +157.8% | -21.5% | +179.2% | +165.7% |
| 5Y | +61.9% | -35.0% | +96.9% | +74.5% |
| 10Y | +180.0% | +25.6% | +154.4% | +151.9% |
| All | +299.1% | +79.1% | +220.0% | +215.6% |
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 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