+1,475.7%
SMH vs SYF
+178.4%
+1,297.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.8% | -3.3% |
| 7D | +4.9% | -2.0% | +6.9% | +5.7% |
| 30D | -13.8% | +1.2% | -15.0% | -14.3% |
| 3M | -17.4% | -9.4% | -8.0% | -14.3% |
| 6M | -15.0% | +4.4% | -19.4% | -17.2% |
| YTD | +35.2% | -11.9% | +47.1% | +40.0% |
| 1Y | +41.6% | -0.4% | +42.0% | +39.4% |
| 3Y | +215.6% | +159.6% | +56.1% | +106.1% |
| 5Y | +233.2% | +60.9% | +172.3% | +154.2% |
| All | +1,475.7% | +178.4% | +1,297.2% | +828.1% |
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