+247.6%
SYF vs PHM
+557.7%
-310.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.4% | -1.3% |
| 7D | -5.5% | -6.4% | +0.8% | -2.2% |
| 30D | -3.9% | -12.1% | +8.2% | +2.8% |
| 3M | +8.9% | -1.5% | +10.5% | +9.3% |
| 6M | +16.2% | -6.0% | +22.2% | +19.1% |
| YTD | -8.4% | -0.3% | -8.1% | -9.9% |
| 1Y | +2.6% | -13.3% | +16.0% | +8.4% |
| 3Y | +156.4% | +47.6% | +108.8% | +91.2% |
| 5Y | +78.2% | +154.7% | -76.6% | -7.5% |
| All | +247.6% | +557.7% | -310.1% | +7.9% |
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