+340.9%
SYF vs MTB
+175.2%
+165.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | +2.4% | +1.7% | +0.7% | +1.0% |
| 30D | +0.8% | -4.2% | +5.0% | +4.3% |
| 3M | +13.4% | +8.9% | +4.5% | +6.1% |
| 6M | +16.3% | +10.9% | +5.5% | +7.3% |
| YTD | -3.0% | +21.5% | -24.5% | -16.8% |
| 1Y | +5.7% | +21.9% | -16.2% | -9.6% |
| 3Y | +160.1% | +109.2% | +50.9% | +49.4% |
| 5Y | +88.5% | +102.0% | -13.5% | +6.0% |
| 10Y | +263.1% | +171.9% | +91.1% | +61.5% |
| All | +340.9% | +175.2% | +165.7% | +97.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling