+61.0%
SYF vs SITM
+73.6%
-12.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.5% | +6.4% | +1.7% |
| 7D | -2.0% | +6.6% | -8.6% | -3.2% |
| 30D | +1.2% | -15.3% | +16.5% | +3.0% |
| 3M | -9.4% | -35.4% | +26.0% | -4.2% |
| 6M | +4.4% | -46.8% | +51.2% | +12.0% |
| YTD | -11.9% | +25.9% | -37.8% | -22.5% |
| 1Y | -0.4% | +54.0% | -54.4% | -16.3% |
| 3Y | +159.6% | +315.6% | -156.0% | +62.1% |
| All | +61.0% | +73.6% | -12.6% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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