+91.3%
SYF vs SFM
+230.0%
-138.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.8% | -0.4% |
| 7D | +2.4% | -0.1% | +2.5% | +2.4% |
| 30D | +0.8% | -4.4% | +5.2% | +1.4% |
| 3M | +13.4% | +1.5% | +11.9% | +12.7% |
| 6M | +16.3% | +6.5% | +9.9% | +14.0% |
| YTD | -3.0% | +2.2% | -5.2% | -4.5% |
| 1Y | +5.7% | -41.9% | +47.6% | +15.0% |
| 3Y | +160.1% | +106.8% | +53.4% | +125.8% |
| All | +91.3% | +230.0% | -138.6% | +44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling