+180.0%
SYF vs PHM
+677.6%
-497.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.3% | +0.9% |
| 7D | -3.6% | -4.8% | +1.2% | -1.1% |
| 30D | -1.7% | +16.5% | -18.2% | -9.9% |
| 3M | -7.8% | -2.0% | -5.8% | -7.6% |
| 6M | +3.4% | +12.7% | -9.3% | -4.1% |
| YTD | -12.2% | +11.2% | -23.4% | -19.0% |
| 1Y | -1.6% | +7.7% | -9.3% | -7.8% |
| 3Y | +157.8% | +60.9% | +96.9% | +83.1% |
| 5Y | +61.9% | +167.7% | -105.8% | -18.5% |
| 10Y | +180.0% | +692.1% | -512.1% | -20.6% |
| All | +180.0% | +677.6% | -497.6% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 10y: compounded portfolio wealth divided by compounded PHM 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…
10y analysis · Full analysis span regression · 6 months rolling