+3.4%
SYF vs SFM
-47.5%
+50.9%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.9% | +2.3% | -1.5% |
| 7D | -1.3% | -7.2% | +5.8% | -1.1% |
| 30D | -1.1% | -14.3% | +13.2% | -0.7% |
| 3M | +7.4% | -13.7% | +21.1% | +7.6% |
| 6M | +16.2% | -6.0% | +22.2% | +16.2% |
| YTD | -6.1% | -8.2% | +2.1% | -5.8% |
| 1Y | +3.4% | -46.2% | +49.6% | +5.6% |
| All | +3.4% | -47.5% | +50.9% | +5.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling