+163.3%
SYF vs SM
-20.0%
+183.3%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.6% |
| 7D | -2.1% | -25.9% | +23.8% | +3.0% |
| 30D | +2.5% | -15.1% | +17.6% | +5.0% |
| 3M | -6.3% | +4.9% | -11.1% | -8.6% |
| 6M | -1.5% | +6.1% | -7.6% | -6.4% |
| YTD | -10.5% | +63.4% | -73.9% | -28.8% |
| 1Y | +1.5% | +72.5% | -71.0% | -21.4% |
| 3Y | +163.3% | -16.9% | +180.2% | +158.5% |
| All | +163.3% | -20.0% | +183.3% | +158.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling