-69.4%
SMR vs SYF
+4.8%
-74.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.7% | -1.6% |
| 7D | +13.1% | -1.3% | +14.4% | +14.3% |
| 30D | +17.8% | -1.1% | +18.8% | +18.7% |
| 3M | +8.1% | +7.4% | +0.7% | -1.6% |
| 6M | -11.1% | +16.2% | -27.3% | -24.3% |
| YTD | -23.7% | -6.1% | -17.6% | -19.0% |
| 1Y | -69.4% | +3.4% | -72.8% | -69.0% |
| All | -69.4% | +4.8% | -74.2% | -69.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling