+20.3%
SYF vs MULL
+2,337.2%
-2,316.9%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +0.8% |
| 7D | -4.9% | -8.4% | +3.5% | -4.3% |
| 30D | -4.3% | +9.7% | -14.0% | -5.5% |
| 3M | +5.5% | -26.8% | +32.3% | +4.2% |
| 6M | +17.5% | +220.7% | -203.2% | -7.5% |
| YTD | -7.8% | +509.0% | -516.8% | -35.9% |
| 1Y | +1.6% | +1,739.5% | -1,737.9% | -44.5% |
| All | +20.3% | +2,337.2% | -2,316.9% | -47.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling