+250.1%
SYF vs MTCH
+208.0%
+42.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.6% | +0.4% |
| 7D | -4.9% | +1.3% | -6.2% | -5.2% |
| 30D | -4.3% | +15.9% | -20.2% | -8.1% |
| 3M | +5.5% | +23.3% | -17.8% | -0.6% |
| 6M | +17.5% | +40.1% | -22.6% | +6.8% |
| YTD | -7.8% | +33.6% | -41.4% | -15.2% |
| 1Y | +1.6% | +14.1% | -12.4% | -2.6% |
| 3Y | +154.8% | +1.4% | +153.4% | +144.4% |
| 5Y | +79.5% | -73.1% | +152.6% | +123.7% |
| All | +250.1% | +208.0% | +42.1% | +163.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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