+88.9%
SMR vs SYF
+170.1%
-81.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -1.6% | +16.9% | +16.9% |
| 7D | +21.4% | +2.6% | +18.8% | +18.0% |
| 30D | +13.8% | 0.0% | +13.8% | +13.5% |
| 3M | +3.9% | +11.9% | -8.0% | -8.6% |
| 6M | -4.2% | +18.9% | -23.1% | -19.5% |
| YTD | -21.1% | -4.6% | -16.5% | -17.7% |
| 1Y | -67.1% | +6.4% | -73.4% | -69.0% |
| 3Y | +88.9% | +167.2% | -78.3% | -26.8% |
| All | +88.9% | +170.1% | -81.3% | -26.8% |
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