+7.5%
SMR vs SYF
+101.6%
-94.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.7% | -2.1% |
| 7D | +13.1% | -1.3% | +14.4% | +14.0% |
| 30D | +17.8% | -1.1% | +18.8% | +18.5% |
| 3M | +8.1% | +7.4% | +0.7% | +2.2% |
| 6M | -11.1% | +16.2% | -27.3% | -19.7% |
| YTD | -23.7% | -6.1% | -17.6% | -20.0% |
| 1Y | -69.4% | +3.4% | -72.8% | -69.8% |
| 3Y | +82.6% | +162.9% | -80.2% | +16.5% |
| All | +7.5% | +101.6% | -94.1% | -33.0% |
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 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