+153.1%
SYF vs SITM
+4,507.3%
-4,354.2%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -1.3% |
| 7D | +2.6% | +8.4% | -5.7% | +1.2% |
| 30D | 0.0% | -17.4% | +17.5% | +3.1% |
| 3M | +11.9% | -9.8% | +21.8% | +11.5% |
| 6M | +18.9% | +83.0% | -64.1% | +1.5% |
| YTD | -4.6% | +69.6% | -74.2% | -18.3% |
| 1Y | +6.4% | +144.9% | -138.5% | -16.6% |
| 3Y | +167.2% | +429.9% | -262.7% | +67.8% |
| 5Y | +92.3% | +169.2% | -76.8% | +23.0% |
| All | +153.1% | +4,507.3% | -4,354.2% | -17.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling