+92.3%
SYF vs PHM
+152.9%
-60.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.5% | +1.9% | 0.0% |
| 7D | +2.6% | -2.5% | +5.1% | +3.8% |
| 30D | 0.0% | -9.7% | +9.7% | +4.7% |
| 3M | +11.9% | +2.2% | +9.7% | +10.4% |
| 6M | +18.9% | -5.7% | +24.6% | +21.3% |
| YTD | -4.6% | +2.8% | -7.4% | -7.2% |
| 1Y | +6.4% | -14.4% | +20.8% | +12.4% |
| 3Y | +167.2% | +52.2% | +115.0% | +100.0% |
| 5Y | +92.3% | +154.3% | -61.9% | -0.5% |
| All | +92.3% | +152.9% | -60.5% | -0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling