+5.7%
SYF vs SM
+36.8%
-31.0%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.1% | +3.2% | -0.4% |
| 7D | +2.4% | -0.5% | +2.9% | +2.3% |
| 30D | +0.8% | +25.6% | -24.7% | +4.3% |
| 3M | +13.4% | +8.0% | +5.4% | +16.3% |
| 6M | +16.3% | +50.8% | -34.4% | +20.2% |
| YTD | -3.0% | +97.9% | -100.9% | -0.5% |
| 1Y | +5.7% | +33.8% | -28.1% | +9.4% |
| All | +5.7% | +36.8% | -31.0% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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