+305.8%
SYF vs MUB
+31.2%
+274.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | -4.3% | +1.0% | -5.3% | -5.6% |
| 30D | +1.0% | +3.9% | -2.8% | -4.2% |
| 3M | -6.4% | -0.4% | -6.1% | -5.9% |
| 6M | +1.0% | -0.6% | +1.5% | +2.0% |
| YTD | -10.7% | +0.4% | -11.1% | -11.0% |
| 1Y | +1.8% | +0.8% | +0.9% | +0.9% |
| 3Y | +165.8% | +11.3% | +154.5% | +124.5% |
| 5Y | +65.9% | +3.4% | +62.5% | +57.6% |
| 10Y | +206.0% | +21.9% | +184.1% | +230.5% |
| All | +305.8% | +31.2% | +274.6% | +390.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling