+151.5%
SPMO vs SYF
+89.2%
+62.3%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.4% |
| 7D | +2.7% | -1.3% | +4.0% | +3.1% |
| 30D | +1.1% | -1.1% | +2.2% | +1.3% |
| 3M | +2.0% | +7.4% | -5.4% | -0.5% |
| 6M | +26.5% | +16.2% | +10.3% | +20.3% |
| YTD | +26.5% | -6.1% | +32.6% | +27.6% |
| 1Y | +27.9% | +3.4% | +24.6% | +25.0% |
| 3Y | +160.4% | +162.9% | -2.5% | +89.2% |
| 5Y | +151.5% | +85.6% | +65.9% | +93.4% |
| All | +151.5% | +89.2% | +62.3% | +93.4% |
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