+14.9%
SYF vs MULL
+1,230.7%
-1,215.8%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.2% | +6.0% | +1.2% |
| 7D | -2.0% | +24.5% | -26.6% | -3.9% |
| 30D | +1.2% | -35.5% | +36.7% | +3.2% |
| 3M | -9.4% | -44.8% | +35.4% | -7.1% |
| 6M | +4.4% | -45.5% | +49.9% | +0.5% |
| YTD | -11.9% | +232.5% | -244.5% | -37.0% |
| 1Y | -0.4% | +343.3% | -343.7% | -33.2% |
| All | +14.9% | +1,230.7% | -1,215.8% | -48.6% |
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