+154.8%
SYF vs MKTX
-25.3%
+180.1%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -4.9% | -0.2% | -4.7% | -4.9% |
| 30D | -4.3% | +0.7% | -5.0% | -4.3% |
| 3M | +5.5% | +40.8% | -35.3% | +5.9% |
| 6M | +17.5% | -8.0% | +25.5% | +16.5% |
| YTD | -7.8% | -8.7% | +1.0% | -8.5% |
| 1Y | +1.6% | -11.8% | +13.5% | +0.7% |
| 3Y | +154.8% | -24.0% | +178.8% | +149.1% |
| All | +154.8% | -25.3% | +180.1% | +149.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 3y: compounded portfolio wealth divided by compounded MKTX 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…
3y analysis · Full analysis span regression · 6 months rolling