-3.6%
SMR vs SYF
+108.3%
-111.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | +4.4% | +2.4% | +2.0% | +2.7% |
| 30D | +3.4% | +0.8% | +2.6% | +2.8% |
| 3M | -19.2% | +13.4% | -32.6% | -26.6% |
| 6M | -22.6% | +16.3% | -39.0% | -30.1% |
| YTD | -31.5% | -3.0% | -28.5% | -29.8% |
| 1Y | -73.1% | +5.7% | -78.8% | -73.8% |
| 3Y | +55.0% | +160.1% | -105.2% | -2.1% |
| All | -3.6% | +108.3% | -111.9% | -41.2% |
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