+338.0%
SMH vs SYF
+89.2%
+248.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.8% |
| 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% | -6.5% |
| 6M | +45.6% | +16.2% | +29.4% | +34.6% |
| YTD | +59.5% | -6.1% | +65.6% | +61.4% |
| 1Y | +93.4% | +3.4% | +90.1% | +86.6% |
| 3Y | +287.1% | +162.9% | +124.2% | +130.8% |
| 5Y | +338.0% | +85.6% | +252.5% | +184.0% |
| All | +338.0% | +89.2% | +248.8% | +184.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling