+75.7%
SPYM vs SYF
+61.9%
+13.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.8% | +1.2% |
| 7D | -0.9% | -3.6% | +2.7% | +0.1% |
| 30D | -2.4% | -1.7% | -0.6% | -1.9% |
| 3M | -1.1% | -7.8% | +6.7% | +1.0% |
| 6M | +3.3% | +3.4% | -0.1% | +1.6% |
| YTD | +12.4% | -12.2% | +24.6% | +15.3% |
| 1Y | +12.5% | -1.6% | +14.1% | +11.4% |
| 3Y | +79.1% | +157.8% | -78.6% | +26.6% |
| 5Y | +75.7% | +61.9% | +13.8% | +37.8% |
| All | +75.7% | +61.9% | +13.8% | +37.8% |
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 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