+1,770.3%
SMCI vs SYF
+258.4%
+1,512.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.7% | +6.5% | +7.0% |
| 7D | +1.3% | -4.9% | +6.2% | +3.6% |
| 30D | +6.6% | -4.3% | +10.9% | +8.8% |
| 3M | +25.4% | +5.5% | +19.9% | +21.8% |
| 6M | +26.1% | +17.5% | +8.6% | +17.9% |
| YTD | +37.0% | -7.8% | +44.8% | +41.7% |
| 1Y | -8.8% | +1.6% | -10.4% | -9.7% |
| 3Y | +44.6% | +154.8% | -110.2% | -7.8% |
| 5Y | +995.9% | +79.5% | +916.5% | +684.6% |
| All | +1,770.3% | +258.4% | +1,512.0% | +842.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 SYF 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