+306.8%
SYF vs SM
-57.2%
+364.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.6% |
| 7D | -2.1% | -25.9% | +23.8% | +2.4% |
| 30D | +2.5% | -15.1% | +17.6% | +4.8% |
| 3M | -6.3% | +4.9% | -11.1% | -7.8% |
| 6M | -1.5% | +6.1% | -7.6% | -4.5% |
| YTD | -10.5% | +63.4% | -73.9% | -20.6% |
| 1Y | +1.5% | +72.5% | -71.0% | -10.9% |
| 3Y | +163.3% | -16.9% | +180.2% | +157.6% |
| 5Y | +66.8% | -10.6% | +77.4% | +55.4% |
| 10Y | +228.5% | +11.3% | +217.2% | +97.2% |
| All | +306.8% | -57.2% | +364.0% | +166.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling