+206.0%
SYF vs SFM
+146.8%
+59.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.8% |
| 7D | -4.3% | -10.2% | +6.0% | -2.9% |
| 30D | +1.0% | -23.9% | +24.9% | +4.1% |
| 3M | -6.4% | -42.3% | +35.8% | +0.1% |
| 6M | +1.0% | -40.1% | +41.1% | +7.1% |
| YTD | -10.7% | -37.8% | +27.0% | -6.4% |
| 1Y | +1.8% | -37.1% | +38.8% | +6.4% |
| 3Y | +165.8% | +21.5% | +144.3% | +151.1% |
| 5Y | +65.9% | +103.8% | -37.9% | +43.2% |
| 10Y | +206.0% | +142.0% | +64.0% | +154.0% |
| All | +206.0% | +146.8% | +59.2% | +154.0% |
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