-52.1%
SMR vs SYF
+87.6%
-139.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.5% | -7.3% | -7.5% |
| 7D | +10.3% | -3.3% | +13.6% | +12.9% |
| 30D | -25.7% | -2.2% | -23.6% | -24.4% |
| 3M | -49.7% | -9.3% | -40.4% | -46.3% |
| 6M | -59.8% | +2.1% | -61.9% | -60.7% |
| YTD | -66.0% | -12.6% | -53.3% | -62.5% |
| 1Y | -81.4% | -3.4% | -78.0% | -80.9% |
| 3Y | +130.6% | +156.5% | -25.9% | +52.3% |
| All | -52.1% | +87.6% | -139.7% | -68.6% |
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