+78.2%
SYF vs MTCH
-72.5%
+150.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -2.8% |
| 7D | -5.5% | -1.4% | -4.1% | -5.1% |
| 30D | -3.9% | +13.6% | -17.5% | -7.8% |
| 3M | +8.9% | +22.4% | -13.5% | +1.7% |
| 6M | +16.2% | +37.2% | -21.0% | +4.5% |
| YTD | -8.4% | +31.8% | -40.2% | -16.8% |
| 1Y | +2.6% | +12.9% | -10.3% | -2.3% |
| 3Y | +156.4% | -1.1% | +157.5% | +145.3% |
| 5Y | +78.2% | -73.5% | +151.7% | +111.9% |
| All | +78.2% | -72.5% | +150.7% | +111.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling