+340.9%
SYF vs MKC
+96.6%
+244.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.0% | +0.4% |
| 7D | +2.4% | -5.9% | +8.3% | +4.1% |
| 30D | +0.8% | -0.9% | +1.7% | +1.0% |
| 3M | +13.4% | +12.7% | +0.7% | +9.3% |
| 6M | +16.3% | -19.3% | +35.6% | +22.9% |
| YTD | -3.0% | -22.2% | +19.1% | +2.9% |
| 1Y | +5.7% | -23.3% | +29.1% | +12.4% |
| 3Y | +160.1% | -30.0% | +190.1% | +180.8% |
| 5Y | +88.5% | -33.8% | +122.3% | +103.7% |
| 10Y | +263.1% | +24.4% | +238.6% | +227.7% |
| All | +340.9% | +96.6% | +244.3% | +240.7% |
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 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