+24.4%
SYF vs MULL
+2,481.0%
-2,456.6%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.0% | +1.4% | -1.4% |
| 7D | +2.6% | +14.0% | -11.4% | +1.5% |
| 30D | 0.0% | +24.8% | -24.8% | -2.2% |
| 3M | +11.9% | -16.1% | +28.0% | +9.0% |
| 6M | +18.9% | +330.9% | -312.0% | -9.8% |
| YTD | -4.6% | +545.0% | -549.6% | -34.0% |
| 1Y | +6.4% | +2,427.1% | -2,420.8% | -45.2% |
| All | +24.4% | +2,481.0% | -2,456.6% | -46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling