+333.7%
SYF vs MKTX
+228.0%
+105.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +2.6% | +0.4% | +2.2% | +2.5% |
| 30D | 0.0% | +1.0% | -0.9% | -0.1% |
| 3M | +11.9% | +41.3% | -29.3% | +3.9% |
| 6M | +18.9% | -11.3% | +30.2% | +20.8% |
| YTD | -4.6% | -8.6% | +4.0% | -3.9% |
| 1Y | +6.4% | -11.1% | +17.4% | +7.6% |
| 3Y | +167.2% | -24.5% | +191.7% | +170.5% |
| 5Y | +92.3% | -61.4% | +153.8% | +124.0% |
| 10Y | +263.2% | +6.8% | +256.3% | +199.0% |
| All | +333.7% | +228.0% | +105.8% | +200.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling