+170.6%
SYF vs PHM
+670.5%
-500.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -2.0% | -4.1% | +2.1% | +0.1% |
| 30D | +1.2% | +16.1% | -15.0% | -7.1% |
| 3M | -9.4% | -2.5% | -6.9% | -8.9% |
| 6M | +4.4% | +12.9% | -8.5% | -3.3% |
| YTD | -11.9% | +9.0% | -20.9% | -17.9% |
| 1Y | -0.4% | +8.2% | -8.6% | -7.0% |
| 3Y | +159.6% | +58.4% | +101.1% | +85.9% |
| 5Y | +60.9% | +159.2% | -98.3% | -17.5% |
| All | +170.6% | +670.5% | -500.0% | -20.8% |
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