+3.4%
SYF vs MULL
+2,529.3%
-2,525.9%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.4% | -7.0% | -1.8% |
| 7D | -1.3% | +14.8% | -16.1% | -1.7% |
| 30D | -1.1% | +36.6% | -37.6% | -2.1% |
| 3M | +7.4% | -8.9% | +16.3% | +6.1% |
| 6M | +16.2% | +311.9% | -295.7% | +6.2% |
| YTD | -6.1% | +579.8% | -586.0% | -17.0% |
| 1Y | +3.4% | +2,421.5% | -2,418.2% | -11.6% |
| All | +3.4% | +2,529.3% | -2,525.9% | -11.6% |
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 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