+168.4%
SYF vs SFM
+137.0%
+31.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.7% |
| 7D | -3.3% | -0.4% | -2.8% | -3.2% |
| 30D | -2.2% | -19.2% | +17.0% | 0.0% |
| 3M | -9.3% | -40.3% | +31.0% | -3.5% |
| 6M | +2.1% | -40.9% | +42.9% | +8.4% |
| YTD | -12.6% | -35.5% | +22.9% | -8.9% |
| 1Y | -3.4% | -37.4% | +34.0% | +1.1% |
| 3Y | +156.5% | +25.5% | +131.0% | +141.6% |
| 5Y | +59.6% | +113.0% | -53.4% | +37.5% |
| All | +168.4% | +137.0% | +31.4% | +130.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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