+4.1%
SYF vs MULL
+444.9%
-440.8%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -13.8% | +13.6% | +0.2% |
| 7D | -0.4% | -35.9% | +35.5% | +0.6% |
| 30D | +4.4% | -47.3% | +51.7% | +5.9% |
| 3M | -4.7% | -30.6% | +25.9% | -4.3% |
| 6M | +1.9% | +13.7% | -11.8% | -2.3% |
| YTD | -8.9% | +272.1% | -281.1% | -20.0% |
| 1Y | +4.1% | +475.1% | -471.0% | -11.1% |
| All | +4.1% | +444.9% | -440.8% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1y: compounded portfolio wealth divided by compounded MULL 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…
1y analysis · Full analysis span regression · 6 months rolling