+286.8%
SMH vs SYF
+160.5%
+126.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.7% |
| 7D | +4.3% | -1.3% | +5.7% | +4.9% |
| 30D | +0.9% | -1.1% | +1.9% | +1.2% |
| 3M | -2.8% | +7.4% | -10.2% | -6.2% |
| 6M | +45.6% | +16.2% | +29.4% | +35.7% |
| YTD | +59.5% | -6.1% | +65.6% | +61.3% |
| 1Y | +93.4% | +3.4% | +90.1% | +87.1% |
| All | +286.8% | +160.5% | +126.3% | +180.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling