+74.4%
SYF vs SITM
+187.3%
-112.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.5% | -4.8% | -0.2% |
| 7D | -4.9% | +3.9% | -8.8% | -5.5% |
| 30D | -4.3% | -6.6% | +2.3% | -3.5% |
| 3M | +5.5% | -11.9% | +17.4% | +5.7% |
| 6M | +17.5% | +81.1% | -63.6% | +0.5% |
| YTD | -7.8% | +80.0% | -87.8% | -22.1% |
| 1Y | +1.6% | +145.8% | -144.2% | -20.7% |
| 3Y | +154.8% | +475.9% | -321.1% | +55.5% |
| All | +74.4% | +187.3% | -112.9% | +6.8% |
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