+159.6%
SYF vs SM
-3.9%
+163.5%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -2.0% | +9.4% | -11.4% | -3.7% |
| 30D | +1.2% | -14.4% | +15.6% | +3.5% |
| 3M | -9.4% | +1.6% | -10.9% | -10.8% |
| 6M | +4.4% | +6.3% | -1.9% | 0.0% |
| YTD | -11.9% | +78.8% | -90.7% | -31.2% |
| 1Y | -0.4% | +83.1% | -83.6% | -23.2% |
| 3Y | +159.6% | -5.9% | +165.5% | +144.4% |
| All | +159.6% | -3.9% | +163.5% | +144.4% |
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 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