+263.2%
SYF vs SFM
+293.3%
-30.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.5% | +4.9% | -0.7% |
| 7D | +2.6% | -5.8% | +8.4% | +3.4% |
| 30D | 0.0% | -11.4% | +11.4% | +1.6% |
| 3M | +11.9% | -12.2% | +24.1% | +13.6% |
| 6M | +18.9% | -5.2% | +24.1% | +18.8% |
| YTD | -4.6% | -4.5% | -0.1% | -5.0% |
| 1Y | +6.4% | -45.4% | +51.8% | +14.6% |
| 3Y | +167.2% | +91.1% | +76.1% | +139.1% |
| 5Y | +92.3% | +226.8% | -134.4% | +57.2% |
| 10Y | +263.2% | +291.9% | -28.7% | +187.9% |
| All | +263.2% | +293.3% | -30.2% | +187.9% |
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