+333.7%
SYF vs MTCH
+127.9%
+205.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.2% |
| 7D | +2.6% | -1.8% | +4.4% | +3.1% |
| 30D | 0.0% | +10.4% | -10.4% | -2.5% |
| 3M | +11.9% | +21.0% | -9.1% | +6.5% |
| 6M | +18.9% | +36.6% | -17.7% | +9.6% |
| YTD | -4.6% | +29.7% | -34.3% | -11.0% |
| 1Y | +6.4% | +8.6% | -2.2% | +3.5% |
| 3Y | +167.2% | -2.7% | +169.9% | +159.8% |
| 5Y | +92.3% | -72.9% | +165.3% | +134.1% |
| 10Y | +263.2% | +185.0% | +78.2% | +199.9% |
| All | +333.7% | +127.9% | +205.9% | +257.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling