+167.2%
SYF vs PHM
+52.3%
+114.9%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.5% | +1.9% | -0.2% |
| 7D | +2.6% | -2.5% | +5.1% | +3.6% |
| 30D | 0.0% | -9.7% | +9.7% | +4.0% |
| 3M | +11.9% | +2.2% | +9.7% | +10.8% |
| 6M | +18.9% | -5.7% | +24.6% | +21.0% |
| YTD | -4.6% | +2.8% | -7.4% | -6.8% |
| 1Y | +6.4% | -14.4% | +20.8% | +11.3% |
| 3Y | +167.2% | +52.2% | +115.0% | +109.0% |
| All | +167.2% | +52.3% | +114.9% | +109.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling