+1,789.8%
SMH vs SYF
+255.8%
+1,534.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.5% | 0.0% | -1.5% |
| 7D | +1.4% | -5.5% | +6.9% | +3.7% |
| 30D | -2.2% | -3.9% | +1.7% | -0.8% |
| 3M | -1.9% | +8.9% | -10.8% | -5.7% |
| 6M | +41.0% | +16.2% | +24.8% | +31.8% |
| YTD | +55.6% | -8.4% | +64.0% | +58.9% |
| 1Y | +86.8% | +2.6% | +84.2% | +81.9% |
| 3Y | +277.7% | +156.4% | +121.3% | +148.7% |
| 5Y | +324.2% | +78.2% | +246.0% | +212.1% |
| All | +1,789.8% | +255.8% | +1,534.0% | +945.3% |
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