+91.3%
SYF vs MUB
+2.2%
+89.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +2.4% | -0.9% | +3.3% | +3.0% |
| 30D | +0.8% | -1.4% | +2.3% | +1.9% |
| 3M | +13.4% | -2.2% | +15.6% | +15.3% |
| 6M | +16.3% | -1.9% | +18.2% | +18.0% |
| YTD | -3.0% | -0.8% | -2.2% | -2.1% |
| 1Y | +5.7% | +2.7% | +3.0% | +4.7% |
| 3Y | +160.1% | +8.6% | +151.5% | +140.0% |
| All | +91.3% | +2.2% | +89.1% | +41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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