+13.9%
SYF vs MULL
+1,303.2%
-1,289.3%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | -0.3% |
| 7D | -3.3% | +43.3% | -46.5% | -6.1% |
| 30D | -2.2% | -37.4% | +35.3% | +0.1% |
| 3M | -9.3% | -36.8% | +27.5% | -8.1% |
| 6M | +2.1% | -36.9% | +38.9% | -3.2% |
| YTD | -12.6% | +250.7% | -263.3% | -37.8% |
| 1Y | -3.4% | +337.6% | -341.0% | -34.8% |
| All | +13.9% | +1,303.2% | -1,289.3% | -49.2% |
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