+92.3%
SYF vs MTB
+102.5%
-10.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.2% |
| 7D | +2.6% | +2.8% | -0.2% | +0.5% |
| 30D | 0.0% | -4.2% | +4.2% | +3.5% |
| 3M | +11.9% | +7.8% | +4.1% | +5.6% |
| 6M | +18.9% | +14.8% | +4.1% | +6.8% |
| YTD | -4.6% | +20.8% | -25.4% | -17.6% |
| 1Y | +6.4% | +23.1% | -16.7% | -9.5% |
| 3Y | +167.2% | +114.8% | +52.3% | +58.9% |
| 5Y | +92.3% | +103.3% | -10.9% | +16.6% |
| All | +92.3% | +102.5% | -10.1% | +16.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling