+262.7%
SYF vs MTB
+172.8%
+89.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | -1.3% | +1.1% | -2.4% | -2.2% |
| 30D | -1.1% | -4.6% | +3.5% | +2.8% |
| 3M | +7.4% | +6.3% | +1.1% | +2.3% |
| 6M | +16.2% | +15.6% | +0.6% | +3.3% |
| YTD | -6.1% | +20.6% | -26.7% | -19.4% |
| 1Y | +3.4% | +22.5% | -19.2% | -12.4% |
| 3Y | +162.9% | +114.4% | +48.4% | +45.2% |
| 5Y | +85.6% | +101.9% | -16.3% | +1.7% |
| 10Y | +262.7% | +170.4% | +92.3% | +40.2% |
| All | +262.7% | +172.8% | +89.9% | +40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling