+263.2%
SYF vs SM
+12.3%
+250.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.6% | -5.2% | -2.3% |
| 7D | +2.6% | -0.2% | +2.8% | +2.6% |
| 30D | 0.0% | +31.5% | -31.5% | -5.4% |
| 3M | +11.9% | +17.3% | -5.4% | +7.1% |
| 6M | +18.9% | +48.5% | -29.6% | +7.2% |
| YTD | -4.6% | +106.3% | -110.8% | -20.1% |
| 1Y | +6.4% | +47.3% | -40.9% | -5.2% |
| 3Y | +167.2% | -1.4% | +168.6% | +152.8% |
| 5Y | +92.3% | +114.0% | -21.7% | +50.2% |
| 10Y | +263.2% | +12.5% | +250.7% | +89.1% |
| All | +263.2% | +12.3% | +250.8% | +89.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling