+2,538.6%
SMH vs SYF
+340.9%
+2,197.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.6% |
| 7D | +2.5% | +2.4% | +0.1% | +1.5% |
| 30D | -0.5% | +0.8% | -1.3% | -0.9% |
| 3M | -9.6% | +13.4% | -23.0% | -14.5% |
| 6M | +42.1% | +16.3% | +25.7% | +32.8% |
| YTD | +57.4% | -3.0% | +60.5% | +57.2% |
| 1Y | +96.2% | +5.7% | +90.5% | +88.8% |
| 3Y | +267.9% | +160.1% | +107.8% | +141.3% |
| 5Y | +327.7% | +88.5% | +239.2% | +208.5% |
| 10Y | +1,764.6% | +263.1% | +1,501.6% | +855.4% |
| All | +2,538.6% | +340.9% | +2,197.7% | +1,139.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling