+379.6%
SPYM vs SYF
+300.4%
+79.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.6% |
| 7D | +2.6% | -2.0% | +4.6% | +3.2% |
| 30D | -2.0% | +1.2% | -3.2% | -2.4% |
| 3M | -2.8% | -9.4% | +6.6% | -0.1% |
| 6M | +2.2% | +4.4% | -2.3% | +0.2% |
| YTD | +11.5% | -11.9% | +23.5% | +14.4% |
| 1Y | +13.5% | -0.4% | +13.9% | +12.1% |
| 3Y | +78.0% | +159.6% | -81.5% | +27.4% |
| 5Y | +73.1% | +60.9% | +12.3% | +38.9% |
| 10Y | +310.9% | +180.9% | +129.9% | +151.7% |
| All | +379.6% | +300.4% | +79.2% | +171.2% |
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